+116.6%
ACM vs TW
+211.2%
-94.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.0% |
| 7D | -3.7% | -0.5% | -3.2% | -3.5% |
| 30D | -12.7% | -0.6% | -12.1% | -12.6% |
| 3M | -9.8% | +3.4% | -13.2% | -11.3% |
| 6M | -31.4% | -18.4% | -12.9% | -27.3% |
| YTD | -32.1% | -3.9% | -28.2% | -32.0% |
| 1Y | -47.8% | -13.3% | -34.5% | -46.0% |
| 3Y | -22.1% | +20.8% | -42.9% | -30.5% |
| 5Y | +1.8% | +20.3% | -18.5% | -11.2% |
| All | +116.6% | +211.2% | -94.6% | +35.0% |
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