+79.8%
F vs ACM
+155.0%
-75.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +1.6% | +5.4% | -3.8% | -1.2% |
| 30D | +2.6% | +15.1% | -12.5% | -4.7% |
| 3M | -8.8% | -10.5% | +1.7% | -4.3% |
| 6M | +4.6% | -19.7% | +24.3% | +15.1% |
| YTD | -1.9% | -28.8% | +26.9% | +13.7% |
| 1Y | -0.8% | -47.9% | +47.1% | +36.5% |
| 3Y | +43.5% | -12.4% | +55.8% | +43.1% |
| 5Y | -12.1% | +0.6% | -12.6% | -19.1% |
| All | +79.8% | +155.0% | -75.2% | +12.2% |
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