-58.8%
CAPR vs ACM
+130.8%
-189.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.5% | -0.5% | +27.0% | +26.8% |
| 7D | +25.8% | +3.0% | +22.8% | +23.8% |
| 30D | +50.2% | +19.7% | +30.5% | +36.8% |
| 3M | +185.5% | +5.3% | +180.2% | +174.8% |
| 6M | -64.8% | -10.8% | -54.1% | -63.4% |
| YTD | -61.1% | -25.1% | -36.0% | -55.9% |
| 1Y | +81.0% | -45.8% | +126.8% | +144.1% |
| 3Y | +300.7% | -9.4% | +310.1% | +301.6% |
| 5Y | +223.3% | +4.8% | +218.6% | +195.5% |
| 10Y | -58.8% | +129.8% | -188.5% | -79.2% |
| All | -58.8% | +130.8% | -189.6% | -79.2% |
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