-18.4%
Z vs ACM
-12.3%
-6.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -2.2% | -8.5% | -9.3% |
| 7D | -2.3% | +5.1% | -7.3% | -4.8% |
| 30D | +9.4% | +11.5% | -2.1% | +2.9% |
| 3M | -16.1% | -10.5% | -5.6% | -11.2% |
| 6M | -30.4% | -20.4% | -10.1% | -21.5% |
| YTD | -55.6% | -28.9% | -26.7% | -46.4% |
| 1Y | -58.5% | -48.7% | -9.8% | -38.7% |
| All | -18.4% | -12.3% | -6.0% | -34.4% |
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