+314.5%
A vs ACM
+132.1%
+182.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.5% |
| 7D | +1.4% | +6.6% | -5.2% | -1.0% |
| 30D | +4.3% | +19.8% | -15.5% | -2.5% |
| 3M | +19.8% | -3.1% | +22.9% | +20.2% |
| 6M | +54.4% | -11.5% | +65.9% | +59.0% |
| YTD | +31.7% | -24.7% | +56.4% | +43.3% |
| 1Y | +22.4% | -45.1% | +67.5% | +50.5% |
| 3Y | +67.7% | -8.9% | +76.6% | +67.1% |
| 5Y | +15.7% | +5.4% | +10.3% | +8.7% |
| All | +314.5% | +132.1% | +182.4% | +196.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling