+5,892.0%
FIX vs ACM
+127.0%
+5,765.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.1% |
| 7D | +6.0% | -3.7% | +9.8% | +8.6% |
| 30D | -7.2% | -11.1% | +3.9% | -1.6% |
| 3M | -15.9% | -8.0% | -7.9% | -13.6% |
| 6M | +12.7% | -29.7% | +42.4% | +37.8% |
| YTD | +72.8% | -29.4% | +102.2% | +107.8% |
| 1Y | +122.9% | -46.4% | +169.3% | +223.4% |
| 3Y | +774.3% | -22.3% | +796.7% | +900.3% |
| 5Y | +2,049.5% | +4.5% | +2,045.0% | +1,917.4% |
| All | +5,892.0% | +127.0% | +5,765.0% | +3,257.9% |
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