+410.6%
CAH vs ACM
+132.1%
+278.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | +9.4% | +6.6% | +2.8% | +7.1% |
| 30D | +16.5% | +19.8% | -3.3% | +9.8% |
| 3M | +17.0% | -3.1% | +20.1% | +17.3% |
| 6M | +51.4% | -11.5% | +62.9% | +55.5% |
| YTD | +36.0% | -24.7% | +60.6% | +46.6% |
| 1Y | +36.0% | -45.1% | +81.1% | +63.0% |
| 3Y | +177.5% | -8.9% | +186.4% | +169.9% |
| 5Y | +509.2% | +5.4% | +503.8% | +450.1% |
| All | +410.6% | +132.1% | +278.5% | +232.4% |
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