+48.4%
D vs ACM
+130.8%
-82.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.4% |
| 7D | -2.4% | +3.0% | -5.4% | -3.0% |
| 30D | +9.0% | +19.7% | -10.7% | +5.5% |
| 3M | +1.0% | +5.3% | -4.4% | -0.3% |
| 6M | +11.0% | -10.8% | +21.8% | +12.5% |
| YTD | +19.8% | -25.1% | +44.9% | +24.9% |
| 1Y | +16.0% | -45.8% | +61.7% | +29.0% |
| 3Y | +74.4% | -9.4% | +83.7% | +72.0% |
| 5Y | +13.5% | +4.8% | +8.8% | +7.9% |
| 10Y | +48.4% | +129.8% | -81.4% | +22.5% |
| All | +48.4% | +130.8% | -82.5% | +22.5% |
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