+45.2%
PL vs ACM
+8.8%
+36.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +5.2% | +9.3% | +11.0% |
| 7D | +10.9% | +6.9% | +4.0% | +6.4% |
| 30D | -16.4% | +19.1% | -35.4% | -25.4% |
| 3M | -39.9% | -6.9% | -33.0% | -37.9% |
| 6M | -63.2% | -12.0% | -51.2% | -60.9% |
| YTD | -27.1% | -25.1% | -2.0% | -13.4% |
| 1Y | +12.2% | -45.4% | +57.6% | +73.1% |
| 3Y | +584.3% | -6.9% | +591.2% | +596.2% |
| 5Y | +37.0% | +3.7% | +33.2% | +31.4% |
| All | +45.2% | +8.8% | +36.3% | +39.0% |
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