+336.0%
IR vs ACM
+124.5%
+211.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.6% |
| 7D | +1.1% | +3.0% | -1.9% | -0.6% |
| 30D | +7.6% | +19.7% | -12.1% | -3.2% |
| 3M | +0.1% | +5.3% | -5.2% | -3.9% |
| 6M | +14.0% | -10.8% | +24.7% | +19.3% |
| YTD | +7.5% | -25.1% | +32.6% | +23.6% |
| 1Y | +10.1% | -45.8% | +55.9% | +53.6% |
| 3Y | +24.9% | -9.4% | +34.2% | +24.4% |
| 5Y | +46.9% | +4.8% | +42.1% | +33.1% |
| All | +336.0% | +124.5% | +211.5% | +135.8% |
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