+312.4%
A vs ACM
+131.3%
+181.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.2% |
| 7D | +0.7% | +5.1% | -4.4% | -1.2% |
| 30D | +0.8% | +18.7% | -17.8% | -5.6% |
| 3M | +16.9% | +15.5% | +1.4% | +10.0% |
| 6M | +53.8% | +1.2% | +52.6% | +50.9% |
| YTD | +28.1% | -25.2% | +53.3% | +40.2% |
| 1Y | +15.0% | -46.3% | +61.3% | +43.7% |
| 3Y | +63.1% | -9.6% | +72.7% | +62.7% |
| 5Y | +11.5% | +4.4% | +7.1% | +4.6% |
| All | +312.4% | +131.3% | +181.1% | +187.4% |
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