+65.7%
AG vs ACM
+132.6%
-66.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.6% |
| 7D | -10.0% | +5.6% | -15.6% | -11.7% |
| 30D | -10.5% | +20.8% | -31.3% | -16.2% |
| 3M | -27.3% | +11.4% | -38.7% | -30.0% |
| 6M | -43.0% | +0.9% | -43.9% | -43.7% |
| YTD | -17.9% | -24.8% | +6.9% | -10.4% |
| 1Y | +11.9% | -46.4% | +58.4% | +37.1% |
| 3Y | +201.8% | -9.2% | +211.0% | +206.4% |
| 5Y | -0.1% | +5.0% | -5.0% | -3.2% |
| All | +65.7% | +132.6% | -66.9% | +39.0% |
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