+67.2%
F vs ACM
+131.3%
-64.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.7% |
| 7D | -3.9% | +5.1% | -9.0% | -6.5% |
| 30D | -0.5% | +18.7% | -19.1% | -9.5% |
| 3M | -12.9% | +15.5% | -28.4% | -20.0% |
| 6M | +1.5% | +1.2% | +0.3% | -1.0% |
| YTD | -5.0% | -25.2% | +20.2% | +7.7% |
| 1Y | -7.3% | -46.3% | +39.0% | +27.1% |
| 3Y | +45.3% | -9.6% | +54.8% | +41.9% |
| 5Y | -15.8% | +4.4% | -20.2% | -25.0% |
| All | +67.2% | +131.3% | -64.1% | -3.6% |
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