+302.3%
CAH vs ACM
+124.8%
+177.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.9% | +0.8% |
| 7D | -2.2% | -3.7% | +1.4% | -1.0% |
| 30D | +1.2% | -12.7% | +13.8% | +5.2% |
| 3M | +13.1% | -9.8% | +22.9% | +16.0% |
| 6M | +8.5% | -31.4% | +39.9% | +21.4% |
| YTD | +17.6% | -32.1% | +49.7% | +31.4% |
| 1Y | +60.7% | -47.8% | +108.5% | +95.5% |
| 3Y | +183.2% | -22.1% | +205.2% | +190.8% |
| 5Y | +402.2% | +1.8% | +400.4% | +356.5% |
| 10Y | +302.3% | +132.5% | +169.8% | +155.9% |
| All | +302.3% | +124.8% | +177.6% | +155.9% |
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