+43.8%
D vs ACM
+147.1%
-103.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.2% | -5.7% | -1.5% |
| 7D | +0.8% | +6.9% | -6.1% | -0.5% |
| 30D | +10.7% | +19.1% | -8.4% | +7.3% |
| 3M | +2.3% | -6.9% | +9.2% | +3.2% |
| 6M | +12.5% | -12.0% | +24.5% | +14.3% |
| YTD | +20.1% | -25.1% | +45.2% | +25.2% |
| 1Y | +15.6% | -45.4% | +61.0% | +28.3% |
| 3Y | +75.2% | -6.9% | +82.1% | +71.8% |
| 5Y | +14.6% | +3.7% | +10.9% | +9.2% |
| 10Y | +43.8% | +135.8% | -92.0% | +19.1% |
| All | +43.8% | +147.1% | -103.4% | +19.1% |
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