+301.3%
LOW vs ACM
+130.8%
+170.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | +1.0% | +3.0% | -2.0% | -0.3% |
| 30D | +25.6% | +19.7% | +5.9% | +16.4% |
| 3M | +5.3% | +5.3% | 0.0% | +2.5% |
| 6M | +3.7% | -10.8% | +14.5% | +7.4% |
| YTD | -1.9% | -25.1% | +23.2% | +8.7% |
| 1Y | +0.6% | -45.8% | +46.4% | +28.1% |
| 3Y | +26.4% | -9.4% | +35.8% | +24.4% |
| 5Y | +10.1% | +4.8% | +5.3% | -0.3% |
| 10Y | +301.3% | +129.8% | +171.5% | +141.0% |
| All | +301.3% | +130.8% | +170.4% | +141.0% |
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