+2,950.3%
ALM vs ACM
+130.7%
+2,819.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | -2.6% | -3.7% | +1.1% | -1.8% |
| 30D | +32.0% | -11.1% | +43.1% | +35.1% |
| 3M | -15.0% | -8.0% | -7.1% | -13.8% |
| 6M | -10.1% | -29.7% | +19.5% | -3.0% |
| YTD | +99.4% | -29.4% | +128.8% | +115.0% |
| 1Y | +316.4% | -46.4% | +362.8% | +377.9% |
| 3Y | +2,022.0% | -22.3% | +2,044.3% | +2,151.0% |
| 5Y | +941.2% | +4.5% | +936.7% | +943.1% |
| All | +2,950.3% | +130.7% | +2,819.7% | +2,415.8% |
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