+99.7%
DD vs ACM
+133.7%
-34.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.8% |
| 7D | +2.2% | +6.6% | -4.4% | -1.1% |
| 30D | +20.7% | +19.8% | +0.9% | +9.9% |
| 3M | +11.3% | -3.1% | +14.5% | +11.8% |
| 6M | +6.0% | -11.5% | +17.5% | +10.4% |
| YTD | +31.7% | -24.7% | +56.4% | +48.1% |
| 1Y | +32.2% | -45.1% | +77.3% | +76.5% |
| 3Y | +92.7% | -8.9% | +101.6% | +90.3% |
| 5Y | +72.1% | +5.4% | +66.7% | +55.0% |
| 10Y | +99.7% | +131.1% | -31.4% | +15.7% |
| All | +99.7% | +133.7% | -34.0% | +15.7% |
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