-10.4%
DOW vs ACM
+129.5%
-140.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.3% | +0.9% |
| 7D | -2.9% | -0.3% | -2.6% | -2.8% |
| 30D | +2.0% | -12.9% | +14.9% | +9.2% |
| 3M | -12.5% | -6.4% | -6.2% | -11.2% |
| 6M | -9.2% | -29.2% | +20.0% | +7.7% |
| YTD | +30.8% | -29.9% | +60.7% | +54.0% |
| 1Y | +29.4% | -47.3% | +76.7% | +82.3% |
| 3Y | -34.6% | -19.6% | -14.9% | -31.9% |
| 5Y | -35.9% | +5.5% | -41.5% | -46.9% |
| All | -10.4% | +129.5% | -140.0% | -56.4% |
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