-64.8%
Z vs ACM
+5.0%
-69.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.9% |
| 7D | -3.0% | -3.7% | +0.7% | -0.5% |
| 30D | -4.2% | -11.1% | +6.9% | +2.6% |
| 3M | -3.7% | -8.0% | +4.3% | +0.5% |
| 6M | -24.5% | -29.7% | +5.1% | -5.8% |
| YTD | -49.3% | -29.4% | -19.9% | -37.3% |
| 1Y | -58.7% | -46.4% | -12.2% | -38.8% |
| 3Y | -34.1% | -22.3% | -11.8% | -29.4% |
| All | -64.8% | +5.0% | -69.8% | -70.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling