+126.0%
FDS vs ACM
+133.7%
-7.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | -2.0% | +6.6% | -8.6% | -4.1% |
| 30D | +13.5% | +19.8% | -6.3% | +6.8% |
| 3M | +15.2% | -3.1% | +18.3% | +15.9% |
| 6M | +47.0% | -11.5% | +58.5% | +51.8% |
| YTD | +13.9% | -24.7% | +38.6% | +22.9% |
| 1Y | +25.2% | -45.1% | +70.2% | +49.7% |
| 3Y | -25.3% | -8.9% | -16.5% | -26.7% |
| 5Y | -23.3% | +5.4% | -28.7% | -29.0% |
| 10Y | +126.0% | +131.1% | -5.1% | +53.0% |
| All | +126.0% | +133.7% | -7.7% | +53.0% |
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