+188.9%
PAAS vs ACM
+155.0%
+33.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.4% | +1.4% |
| 7D | +8.4% | +5.4% | +3.0% | +7.1% |
| 30D | -7.2% | +15.1% | -22.3% | -10.3% |
| 3M | -14.0% | -10.5% | -3.6% | -12.1% |
| 6M | -26.8% | -19.7% | -7.1% | -23.4% |
| YTD | -19.8% | -28.8% | +9.0% | -13.5% |
| 1Y | +22.8% | -47.9% | +70.7% | +43.2% |
| 3Y | +183.6% | -12.4% | +196.0% | +187.5% |
| 5Y | +73.8% | +0.6% | +73.3% | +70.7% |
| All | +188.9% | +155.0% | +33.9% | +150.3% |
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