+233.8%
LOW vs ACM
+124.8%
+109.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | +0.2% |
| 7D | -0.6% | -3.7% | +3.1% | +0.9% |
| 30D | -9.3% | -12.7% | +3.4% | -4.5% |
| 3M | -8.1% | -9.8% | +1.7% | -4.7% |
| 6M | -19.8% | -31.4% | +11.6% | -7.0% |
| YTD | -16.4% | -32.1% | +15.7% | -3.6% |
| 1Y | -24.7% | -47.8% | +23.1% | -3.3% |
| 3Y | -8.8% | -22.1% | +13.3% | -4.1% |
| 5Y | +7.8% | +1.8% | +6.0% | -1.5% |
| 10Y | +233.8% | +132.5% | +101.3% | +107.7% |
| All | +233.8% | +124.8% | +109.1% | +107.7% |
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