+223.5%
C vs ACM
+155.0%
+68.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -2.4% | +5.4% | -7.8% | -5.4% |
| 30D | -6.0% | +15.1% | -21.1% | -13.6% |
| 3M | -10.5% | -10.5% | -0.1% | -6.0% |
| 6M | -5.7% | -19.7% | +14.0% | +4.5% |
| YTD | +4.1% | -28.8% | +33.0% | +23.8% |
| 1Y | +20.5% | -47.9% | +68.4% | +73.3% |
| 3Y | +208.1% | -12.4% | +220.5% | +208.9% |
| 5Y | +110.4% | +0.6% | +109.9% | +87.1% |
| All | +223.5% | +155.0% | +68.5% | +62.6% |
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