+68.2%
DD vs ACM
+128.0%
-59.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.2% |
| 7D | -0.6% | -0.3% | -0.3% | -0.5% |
| 30D | -7.4% | -12.9% | +5.5% | -1.6% |
| 3M | -6.4% | -6.4% | -0.1% | -4.7% |
| 6M | -2.5% | -29.2% | +26.7% | +14.3% |
| YTD | +10.2% | -29.9% | +40.2% | +28.6% |
| 1Y | +36.9% | -47.3% | +84.2% | +85.4% |
| 3Y | +47.0% | -19.6% | +66.6% | +55.5% |
| 5Y | +63.1% | +5.5% | +57.6% | +47.0% |
| 10Y | +68.2% | +129.7% | -61.5% | +3.8% |
| All | +68.2% | +128.0% | -59.8% | +3.8% |
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