+222.7%
B vs ACM
+130.8%
+91.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.0% | -1.5% |
| 7D | -2.7% | +3.0% | -5.7% | -3.1% |
| 30D | -4.3% | +19.7% | -24.0% | -6.8% |
| 3M | -2.3% | +5.3% | -7.6% | -3.3% |
| 6M | -16.2% | -10.8% | -5.4% | -15.2% |
| YTD | -8.8% | -25.1% | +16.3% | -5.7% |
| 1Y | +11.4% | -45.8% | +57.1% | +20.3% |
| 3Y | +174.3% | -9.4% | +183.7% | +176.1% |
| 5Y | +116.2% | +4.8% | +111.4% | +113.8% |
| 10Y | +222.7% | +129.8% | +93.0% | +206.7% |
| All | +222.7% | +130.8% | +91.9% | +206.7% |
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