+2,031.1%
ALM vs ACM
+147.1%
+1,884.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +5.2% | +2.9% | +6.8% |
| 7D | +0.7% | +6.9% | -6.2% | -0.7% |
| 30D | -26.1% | +19.1% | -45.1% | -29.0% |
| 3M | -38.1% | -6.9% | -31.2% | -37.3% |
| 6M | -55.4% | -12.0% | -43.4% | -54.4% |
| YTD | -0.4% | -25.1% | +24.7% | +5.9% |
| 1Y | +25.4% | -45.4% | +70.8% | +42.7% |
| 3Y | +907.8% | -6.9% | +914.7% | +933.3% |
| 5Y | +440.2% | +3.7% | +436.4% | +441.9% |
| 10Y | +2,031.1% | +135.8% | +1,895.4% | +2,005.2% |
| All | +2,031.1% | +147.1% | +1,884.0% | +2,005.2% |
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