+50.7%
XRT vs ACM
-12.3%
+63.0%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.8% | -1.7% |
| 7D | +0.9% | +5.4% | -4.5% | -1.0% |
| 30D | +7.9% | +15.1% | -7.2% | +2.7% |
| 3M | -0.2% | -10.5% | +10.3% | +3.5% |
| 6M | +5.6% | -19.7% | +25.3% | +13.8% |
| YTD | +5.7% | -28.8% | +34.5% | +18.5% |
| 1Y | +14.6% | -47.9% | +62.5% | +50.0% |
| 3Y | +50.7% | -12.4% | +63.0% | +39.8% |
| All | +50.7% | -12.3% | +63.0% | +39.8% |
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