+365.7%
ALL vs ACM
+130.7%
+235.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.2% |
| 7D | 0.0% | -3.7% | +3.8% | +1.3% |
| 30D | -1.5% | -11.1% | +9.6% | +2.1% |
| 3M | +23.6% | -8.0% | +31.6% | +26.2% |
| 6M | +22.3% | -29.7% | +52.0% | +36.3% |
| YTD | +26.5% | -29.4% | +55.9% | +39.6% |
| 1Y | +27.0% | -46.4% | +73.4% | +54.1% |
| 3Y | +149.6% | -22.3% | +171.9% | +158.6% |
| 5Y | +118.1% | +4.5% | +113.6% | +98.5% |
| All | +365.7% | +130.7% | +235.0% | +212.0% |
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