+131.8%
WMT vs ACM
-8.9%
+140.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.1% |
| 7D | +0.6% | +6.6% | -6.1% | +0.1% |
| 30D | +12.8% | +19.8% | -7.0% | +11.6% |
| 3M | +11.7% | -3.1% | +14.8% | +11.8% |
| 6M | -3.5% | -11.5% | +8.0% | -3.2% |
| YTD | +13.4% | -24.7% | +38.1% | +14.3% |
| 1Y | +23.6% | -45.1% | +68.7% | +31.0% |
| All | +131.8% | -8.9% | +140.8% | +122.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ACM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling