-30.4%
Z vs ACM
-20.8%
-9.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -2.2% | -8.5% | -9.5% |
| 7D | -2.3% | +5.1% | -7.3% | -4.3% |
| 30D | +9.4% | +11.5% | -2.1% | +4.0% |
| 3M | -16.1% | -10.5% | -5.6% | -15.0% |
| 6M | -30.4% | -20.4% | -10.1% | -29.1% |
| All | -30.4% | -20.8% | -9.7% | -29.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling