+141.6%
IBM vs ACM
+133.7%
+7.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | -1.5% | +6.6% | -8.1% | -3.7% |
| 30D | +8.4% | +19.8% | -11.4% | +1.8% |
| 3M | +4.2% | -3.1% | +7.3% | +4.6% |
| 6M | +7.9% | -11.5% | +19.4% | +11.3% |
| YTD | -15.2% | -24.7% | +9.5% | -7.5% |
| 1Y | -18.7% | -45.1% | +26.3% | -1.6% |
| 3Y | +79.2% | -8.9% | +88.1% | +78.8% |
| 5Y | +144.7% | +5.4% | +139.3% | +126.8% |
| 10Y | +141.6% | +131.1% | +10.5% | +64.4% |
| All | +141.6% | +133.7% | +7.9% | +64.4% |
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