+208.8%
C vs ACM
+133.7%
+75.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | -0.1% |
| 7D | -0.4% | +6.6% | -7.0% | -4.1% |
| 30D | -5.2% | +19.8% | -24.9% | -15.0% |
| 3M | -9.1% | -3.1% | -5.9% | -8.9% |
| 6M | -1.6% | -11.5% | +9.9% | +2.8% |
| YTD | +6.9% | -24.7% | +31.6% | +23.0% |
| 1Y | +23.0% | -45.1% | +68.0% | +71.9% |
| 3Y | +216.1% | -8.9% | +225.0% | +209.6% |
| 5Y | +112.2% | +5.4% | +106.9% | +83.0% |
| 10Y | +208.8% | +131.1% | +77.7% | +54.2% |
| All | +208.8% | +133.7% | +75.1% | +54.2% |
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