+130.2%
FDS vs ACM
+130.8%
-0.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.3% | +2.9% |
| 7D | -2.1% | +3.0% | -5.1% | -3.2% |
| 30D | +16.0% | +19.7% | -3.7% | +9.2% |
| 3M | +18.8% | +5.3% | +13.5% | +16.5% |
| 6M | +54.1% | -10.8% | +64.9% | +58.7% |
| YTD | +17.0% | -25.1% | +42.1% | +26.4% |
| 1Y | +25.5% | -45.8% | +71.3% | +50.8% |
| 3Y | -23.3% | -9.4% | -13.9% | -24.5% |
| 5Y | -22.6% | +4.8% | -27.4% | -28.3% |
| 10Y | +130.2% | +129.8% | +0.5% | +55.4% |
| All | +130.2% | +130.8% | -0.6% | +55.4% |
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