+228.0%
B vs ACM
+132.1%
+95.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.6% | -6.7% | -6.2% |
| 7D | +7.1% | +6.6% | +0.5% | +6.2% |
| 30D | -3.3% | +19.8% | -23.1% | -5.8% |
| 3M | -2.5% | -3.1% | +0.6% | -2.4% |
| 6M | -7.2% | -11.5% | +4.3% | -6.1% |
| YTD | -7.4% | -24.7% | +17.3% | -4.2% |
| 1Y | +16.4% | -45.1% | +61.5% | +25.5% |
| 3Y | +178.7% | -8.9% | +187.6% | +180.4% |
| 5Y | +121.7% | +5.4% | +116.3% | +119.1% |
| All | +228.0% | +132.1% | +95.9% | +211.4% |
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