+371.6%
ALL vs ACM
+132.6%
+239.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.2% |
| 7D | +5.0% | +5.6% | -0.6% | +3.0% |
| 30D | +13.3% | +20.8% | -7.5% | +6.1% |
| 3M | +3.2% | +11.4% | -8.2% | -1.0% |
| 6M | +25.3% | +0.9% | +24.4% | +23.6% |
| YTD | +30.5% | -24.8% | +55.3% | +41.0% |
| 1Y | +29.2% | -46.4% | +75.6% | +58.0% |
| 3Y | +119.1% | -9.2% | +128.3% | +113.7% |
| 5Y | +162.6% | +5.0% | +157.6% | +138.0% |
| All | +371.6% | +132.6% | +239.0% | +208.3% |
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