+237.8%
A vs ACM
+128.0%
+109.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.8% | -2.4% |
| 7D | -2.1% | -0.3% | -1.8% | -1.9% |
| 30D | +0.6% | -12.9% | +13.5% | +5.3% |
| 3M | +10.9% | -6.4% | +17.3% | +12.6% |
| 6M | +28.2% | -29.2% | +57.4% | +44.1% |
| YTD | +8.6% | -29.9% | +38.5% | +21.7% |
| 1Y | +15.5% | -47.3% | +62.8% | +44.0% |
| 3Y | +31.8% | -19.6% | +51.4% | +38.0% |
| 5Y | -14.9% | +5.5% | -20.4% | -19.7% |
| 10Y | +237.8% | +129.7% | +108.1% | +146.2% |
| All | +237.8% | +128.0% | +109.9% | +146.2% |
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