+50.3%
O vs ACM
+128.0%
-77.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.1% |
| 7D | -0.6% | -0.3% | -0.3% | -0.5% |
| 30D | -2.0% | -12.9% | +11.0% | +2.1% |
| 3M | +3.0% | -6.4% | +9.4% | +4.4% |
| 6M | -3.6% | -29.2% | +25.6% | +6.8% |
| YTD | +12.1% | -29.9% | +42.0% | +23.6% |
| 1Y | +8.9% | -47.3% | +56.2% | +32.4% |
| 3Y | +30.3% | -19.6% | +50.0% | +31.8% |
| 5Y | +13.7% | +5.5% | +8.2% | +0.9% |
| 10Y | +50.3% | +129.7% | -79.4% | +1.5% |
| All | +50.3% | +128.0% | -77.7% | +1.5% |
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