+73.5%
XYZ vs ACM
-7.9%
+81.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.2% | -1.6% | +0.6% |
| 7D | +14.9% | +6.9% | +8.0% | +10.8% |
| 30D | +14.7% | +19.1% | -4.4% | +4.1% |
| 3M | +12.1% | -6.9% | +19.0% | +16.1% |
| 6M | +18.3% | -12.0% | +30.3% | +25.9% |
| YTD | +36.1% | -25.1% | +61.2% | +61.1% |
| 1Y | +35.3% | -45.4% | +80.7% | +99.4% |
| 3Y | +73.5% | -6.9% | +80.4% | +73.5% |
| All | +73.5% | -7.9% | +81.4% | +73.5% |
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