+188.2%
B vs ACM
+127.0%
+61.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.2% |
| 7D | -1.6% | -3.7% | +2.2% | -1.1% |
| 30D | +9.4% | -11.1% | +20.5% | +11.1% |
| 3M | +5.0% | -8.0% | +13.0% | +6.0% |
| 6M | -3.5% | -29.7% | +26.1% | +1.0% |
| YTD | +4.5% | -29.4% | +33.8% | +9.1% |
| 1Y | +67.8% | -46.4% | +114.2% | +81.9% |
| 3Y | +196.7% | -22.3% | +219.0% | +204.5% |
| 5Y | +151.9% | +4.5% | +147.5% | +150.0% |
| All | +188.2% | +127.0% | +61.2% | +186.7% |
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