-4.3%
M vs ACM
+133.7%
-138.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.1% |
| 7D | +5.0% | +6.6% | -1.6% | +0.9% |
| 30D | +10.6% | +19.8% | -9.1% | -1.8% |
| 3M | +1.6% | -3.1% | +4.7% | +2.6% |
| 6M | +30.8% | -11.5% | +42.3% | +38.9% |
| YTD | +16.9% | -24.7% | +41.6% | +36.0% |
| 1Y | +26.3% | -45.1% | +71.3% | +82.6% |
| 3Y | +158.6% | -8.9% | +167.5% | +152.0% |
| 5Y | +2.1% | +5.4% | -3.3% | -10.0% |
| 10Y | -4.3% | +131.1% | -135.4% | -48.6% |
| All | -4.3% | +133.7% | -138.0% | -48.6% |
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