-8.1%
M vs ACM
+132.6%
-140.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +1.0% | +1.1% |
| 7D | +7.0% | +5.6% | +1.4% | +3.2% |
| 30D | +8.9% | +20.8% | -11.9% | -4.1% |
| 3M | +4.5% | +11.4% | -6.9% | -3.5% |
| 6M | +36.2% | +0.9% | +35.3% | +32.8% |
| YTD | +15.1% | -24.8% | +39.9% | +34.6% |
| 1Y | +27.4% | -46.4% | +73.9% | +89.6% |
| 3Y | +160.1% | -9.2% | +169.4% | +153.4% |
| 5Y | -1.6% | +5.0% | -6.6% | -13.6% |
| All | -8.1% | +132.6% | -140.7% | -51.3% |
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