+24.7%
Z vs ACM
+127.7%
-103.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.9% |
| 7D | -3.0% | -3.7% | +0.7% | -0.9% |
| 30D | -4.2% | -11.1% | +6.9% | +1.6% |
| 3M | -3.7% | -8.0% | +4.3% | 0.0% |
| 6M | -24.5% | -29.7% | +5.1% | -9.4% |
| YTD | -49.3% | -29.4% | -19.9% | -39.5% |
| 1Y | -58.7% | -46.4% | -12.2% | -43.1% |
| 3Y | -34.1% | -22.3% | -11.8% | -27.0% |
| 5Y | -64.5% | +4.5% | -69.0% | -66.4% |
| 10Y | -0.5% | +127.6% | -128.1% | -39.5% |
| All | +24.7% | +127.7% | -103.0% | -26.0% |
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