+293.0%
LOW vs ACM
+132.6%
+160.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.4% | -0.1% |
| 7D | +1.4% | +5.6% | -4.2% | -1.0% |
| 30D | +21.7% | +20.8% | +0.9% | +12.1% |
| 3M | +5.0% | +11.4% | -6.4% | -0.1% |
| 6M | +4.6% | +0.9% | +3.7% | +3.0% |
| YTD | -3.5% | -24.8% | +21.3% | +6.9% |
| 1Y | +0.5% | -46.4% | +47.0% | +29.6% |
| 3Y | +24.8% | -9.2% | +34.0% | +22.5% |
| 5Y | +6.5% | +5.0% | +1.5% | -4.2% |
| All | +293.0% | +132.6% | +160.4% | +132.9% |
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