+533.2%
XYZ vs ACM
+124.9%
+408.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.5% |
| 7D | -1.0% | -3.7% | +2.8% | +1.5% |
| 30D | -1.7% | -11.1% | +9.4% | +4.8% |
| 3M | +16.7% | -8.0% | +24.7% | +21.4% |
| 6M | +26.9% | -29.7% | +56.5% | +55.5% |
| YTD | +27.1% | -29.4% | +56.5% | +54.9% |
| 1Y | +9.3% | -46.4% | +55.7% | +57.2% |
| 3Y | +42.3% | -22.3% | +64.6% | +60.6% |
| 5Y | -69.3% | +4.5% | -73.8% | -70.2% |
| 10Y | +586.8% | +127.6% | +459.2% | +310.4% |
| All | +533.2% | +124.9% | +408.3% | +244.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling