+139.8%
ACM vs TW
+301.3%
-161.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.3% | +0.3% |
| 7D | +5.6% | +3.9% | +1.7% | +4.4% |
| 30D | +20.8% | +19.9% | +0.9% | +14.0% |
| 3M | +11.4% | +25.9% | -14.5% | +3.3% |
| 6M | +0.9% | +21.1% | -20.2% | -5.8% |
| YTD | -24.8% | +23.9% | -48.7% | -30.7% |
| 1Y | -46.4% | +21.2% | -67.7% | -50.2% |
| 3Y | -9.2% | +44.8% | -54.0% | -23.4% |
| 5Y | +5.0% | +41.4% | -36.4% | -12.4% |
| All | +139.8% | +301.3% | -161.5% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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