+893.1%
MSFT vs ACM
+134.9%
+758.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +1.7% | +5.4% | -3.7% | -0.1% |
| 30D | +0.2% | +15.1% | -15.0% | -4.5% |
| 3M | +6.4% | -10.5% | +16.8% | +9.7% |
| 6M | +28.7% | -19.7% | +48.4% | +36.9% |
| YTD | +10.4% | -28.8% | +39.2% | +21.4% |
| 1Y | +7.6% | -47.9% | +55.5% | +31.8% |
| 3Y | +52.3% | -12.4% | +64.7% | +52.1% |
| 5Y | +64.5% | +0.6% | +64.0% | +55.6% |
| All | +893.1% | +134.9% | +758.2% | +600.5% |
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