+200.5%
B vs ACM
+147.1%
+53.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.2% | -1.0% | +3.5% |
| 7D | +11.3% | +6.9% | +4.4% | +10.3% |
| 30D | +2.9% | +19.1% | -16.1% | +0.5% |
| 3M | -2.9% | -6.9% | +4.1% | -2.1% |
| 6M | -1.2% | -12.0% | +10.8% | +0.1% |
| YTD | -1.3% | -25.1% | +23.8% | +2.0% |
| 1Y | +30.4% | -45.4% | +75.8% | +40.5% |
| 3Y | +195.3% | -6.9% | +202.2% | +196.4% |
| 5Y | +146.2% | +3.7% | +142.5% | +143.9% |
| 10Y | +200.5% | +135.8% | +64.7% | +189.6% |
| All | +200.5% | +147.1% | +53.4% | +189.6% |
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