+14.8%
PL vs ACM
+3.4%
+11.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -2.2% | -7.9% | -8.7% |
| 7D | -20.5% | +5.1% | -25.6% | -23.2% |
| 30D | -38.8% | +11.5% | -50.3% | -43.1% |
| 3M | -49.1% | -10.5% | -38.7% | -46.2% |
| 6M | -69.4% | -20.4% | -49.0% | -65.1% |
| YTD | -42.3% | -28.9% | -13.5% | -29.3% |
| 1Y | -14.2% | -48.7% | +34.5% | +38.1% |
| 3Y | +398.7% | -12.5% | +411.2% | +427.3% |
| 5Y | +11.1% | +0.5% | +10.6% | +9.9% |
| All | +14.8% | +3.4% | +11.4% | +13.5% |
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