+707.7%
BE vs ACM
+128.0%
+579.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.4% |
| 7D | +20.5% | +5.1% | +15.5% | +15.6% |
| 30D | -23.4% | +18.7% | -42.0% | -34.1% |
| 3M | -14.9% | +15.5% | -30.3% | -26.1% |
| 6M | -28.1% | +1.2% | -29.3% | -33.5% |
| YTD | +132.4% | -25.2% | +157.6% | +179.7% |
| 1Y | +59.4% | -46.3% | +105.6% | +166.5% |
| 3Y | +1,815.8% | -9.6% | +1,825.4% | +1,836.5% |
| 5Y | +491.3% | +4.4% | +486.9% | +439.6% |
| All | +707.7% | +128.0% | +579.7% | +258.7% |
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