+39.5%
PL vs ACM
+9.3%
+30.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -1.0% |
| 7D | +10.0% | +5.6% | +4.4% | +6.4% |
| 30D | -2.3% | +20.8% | -23.1% | -13.7% |
| 3M | -44.2% | +11.4% | -55.6% | -48.6% |
| 6M | -66.1% | +0.9% | -67.0% | -67.4% |
| YTD | -30.0% | -24.8% | -5.2% | -17.0% |
| 1Y | +21.0% | -46.4% | +67.5% | +90.6% |
| 3Y | +516.5% | -9.2% | +525.7% | +538.2% |
| 5Y | +32.0% | +5.0% | +27.0% | +26.2% |
| All | +39.5% | +9.3% | +30.2% | +33.2% |
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