-69.4%
CAPR vs ACM
+132.6%
-202.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.6% | -7.5% | -7.2% |
| 7D | +5.9% | +5.6% | +0.3% | +2.8% |
| 30D | +44.6% | +20.8% | +23.8% | +31.2% |
| 3M | +126.4% | +11.4% | +115.0% | +112.9% |
| 6M | -68.6% | +0.9% | -69.5% | -69.4% |
| YTD | -67.0% | -24.8% | -42.2% | -62.7% |
| 1Y | +65.2% | -46.4% | +111.6% | +123.2% |
| 3Y | +235.6% | -9.2% | +244.8% | +236.6% |
| 5Y | +175.4% | +5.0% | +170.5% | +152.6% |
| All | -69.4% | +132.6% | -202.0% | -82.4% |
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