+218.3%
C vs ACM
+130.8%
+87.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.9% |
| 7D | -0.4% | +3.0% | -3.4% | -2.2% |
| 30D | -5.3% | +19.7% | -25.0% | -15.1% |
| 3M | -8.0% | +5.3% | -13.3% | -12.2% |
| 6M | -0.3% | -10.8% | +10.5% | +3.6% |
| YTD | +8.6% | -25.1% | +33.7% | +25.3% |
| 1Y | +25.8% | -45.8% | +71.6% | +77.4% |
| 3Y | +221.2% | -9.4% | +230.5% | +215.5% |
| 5Y | +113.6% | +4.8% | +108.8% | +84.8% |
| 10Y | +218.3% | +129.8% | +88.6% | +59.5% |
| All | +218.3% | +130.8% | +87.5% | +59.5% |
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