+45.3%
AR vs ACM
+155.0%
-109.7%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -0.8% |
| 7D | -14.3% | +5.4% | -19.6% | -17.0% |
| 30D | +1.4% | +15.1% | -13.7% | -6.8% |
| 3M | +3.4% | -10.5% | +13.8% | +8.0% |
| 6M | -2.1% | -19.7% | +17.6% | +7.7% |
| YTD | +4.7% | -28.8% | +33.5% | +21.2% |
| 1Y | +10.6% | -47.9% | +58.4% | +55.2% |
| 3Y | +24.6% | -12.4% | +36.9% | +19.9% |
| 5Y | +71.9% | +0.6% | +71.3% | +49.8% |
| All | +45.3% | +155.0% | -109.7% | -23.0% |
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