+4.6%
MKTX vs ACM
+134.0%
-129.4%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.3% |
| 7D | -0.2% | -4.6% | +4.3% | +0.7% |
| 30D | +0.7% | +4.1% | -3.3% | -0.2% |
| 3M | +40.8% | -8.3% | +49.1% | +42.4% |
| 6M | -8.0% | -30.1% | +22.1% | -1.8% |
| YTD | -8.7% | -32.6% | +23.9% | -2.2% |
| 1Y | -11.8% | -49.6% | +37.7% | +0.3% |
| 3Y | -24.0% | -23.0% | -1.0% | -22.2% |
| 5Y | -60.3% | +2.0% | -62.3% | -61.9% |
| All | +4.6% | +134.0% | -129.4% | -21.9% |
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