+91.4%
IT vs ACM
+128.0%
-36.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.8% | -6.6% | -7.1% |
| 7D | -9.1% | -0.3% | -8.8% | -9.0% |
| 30D | -7.0% | -12.9% | +5.9% | -1.4% |
| 3M | +7.6% | -6.4% | +14.0% | +10.5% |
| 6M | +2.1% | -29.2% | +31.3% | +18.2% |
| YTD | -31.6% | -29.9% | -1.6% | -20.8% |
| 1Y | -29.9% | -47.3% | +17.4% | -8.4% |
| 3Y | -51.3% | -19.6% | -31.6% | -49.0% |
| 5Y | -44.8% | +5.5% | -50.3% | -49.1% |
| 10Y | +91.4% | +129.7% | -38.3% | +24.2% |
| All | +91.4% | +128.0% | -36.6% | +24.2% |
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