+196.2%
PAAS vs ACM
+132.6%
+63.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.1% | -0.7% |
| 7D | -8.9% | +5.6% | -14.5% | -10.2% |
| 30D | -11.4% | +20.8% | -32.2% | -15.6% |
| 3M | -20.4% | +11.4% | -31.9% | -22.7% |
| 6M | -40.7% | +0.9% | -41.6% | -41.4% |
| YTD | -26.9% | -24.8% | -2.1% | -22.1% |
| 1Y | -3.1% | -46.4% | +43.4% | +12.8% |
| 3Y | +199.3% | -9.2% | +208.5% | +200.5% |
| 5Y | +48.3% | +5.0% | +43.3% | +43.6% |
| All | +196.2% | +132.6% | +63.6% | +162.5% |
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