+479.7%
NDAQ vs ACM
+130.8%
+348.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | 0.0% | +3.0% | -3.0% | -1.0% |
| 30D | +16.3% | +19.7% | -3.4% | +9.9% |
| 3M | +15.8% | +5.3% | +10.5% | +13.3% |
| 6M | +24.8% | -10.8% | +35.6% | +27.8% |
| YTD | +14.1% | -25.1% | +39.2% | +23.2% |
| 1Y | +26.5% | -45.8% | +72.3% | +51.7% |
| 3Y | +119.1% | -9.4% | +128.5% | +118.3% |
| 5Y | +70.9% | +4.8% | +66.2% | +61.0% |
| 10Y | +479.7% | +129.8% | +350.0% | +322.9% |
| All | +479.7% | +130.8% | +348.9% | +322.9% |
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