+149.6%
IBM vs ACM
+155.0%
-5.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -5.0% | +5.4% | -10.3% | -6.7% |
| 30D | +11.1% | +15.1% | -4.0% | +5.9% |
| 3M | +5.7% | -10.5% | +16.2% | +9.0% |
| 6M | +10.1% | -19.7% | +29.8% | +17.3% |
| YTD | -15.6% | -28.8% | +13.2% | -6.3% |
| 1Y | -19.5% | -47.9% | +28.3% | -1.1% |
| 3Y | +80.4% | -12.4% | +92.8% | +82.5% |
| 5Y | +140.0% | +0.6% | +139.4% | +126.6% |
| All | +149.6% | +155.0% | -5.4% | +77.0% |
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