-34.0%
Z vs ACM
-21.7%
-12.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.9% |
| 7D | -3.0% | -3.7% | +0.7% | -0.8% |
| 30D | -4.2% | -11.1% | +6.9% | +1.7% |
| 3M | -3.7% | -8.0% | +4.3% | 0.0% |
| 6M | -24.5% | -29.7% | +5.1% | -8.0% |
| YTD | -49.3% | -29.4% | -19.9% | -38.6% |
| 1Y | -58.7% | -46.4% | -12.2% | -41.2% |
| All | -34.0% | -21.7% | -12.3% | -36.5% |
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