+325.3%
IR vs ACM
+113.3%
+212.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +3.7% | +5.4% | -1.7% | +0.5% |
| 30D | +7.4% | +15.1% | -7.7% | -1.1% |
| 3M | -5.9% | -10.5% | +4.5% | -0.9% |
| 6M | +5.6% | -19.7% | +25.3% | +17.7% |
| YTD | +4.8% | -28.8% | +33.7% | +24.2% |
| 1Y | +6.9% | -47.9% | +54.8% | +52.4% |
| 3Y | +27.6% | -12.4% | +39.9% | +29.4% |
| 5Y | +45.8% | +0.6% | +45.2% | +35.4% |
| All | +325.3% | +113.3% | +212.0% | +137.0% |
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