+129.1%
ACM vs BG
+166.7%
-37.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.8% | +1.7% |
| 7D | -4.6% | +3.1% | -7.7% | -5.7% |
| 30D | +4.1% | +10.2% | -6.2% | +0.1% |
| 3M | -8.3% | -1.7% | -6.6% | -8.4% |
| 6M | -30.1% | +1.0% | -31.0% | -31.1% |
| YTD | -32.6% | +39.9% | -72.5% | -41.8% |
| 1Y | -49.6% | +53.2% | -102.8% | -58.3% |
| 3Y | -23.0% | +16.3% | -39.3% | -30.5% |
| 5Y | +2.0% | +83.9% | -81.9% | -28.1% |
| All | +129.1% | +166.7% | -37.6% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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