+234.7%
PM vs ACM
+147.1%
+87.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.2% | -7.6% | -3.5% |
| 7D | -7.3% | +6.9% | -14.2% | -8.6% |
| 30D | -4.0% | +19.1% | -23.1% | -7.5% |
| 3M | +2.7% | -6.9% | +9.7% | +3.9% |
| 6M | +14.9% | -12.0% | +26.9% | +17.0% |
| YTD | +23.5% | -25.1% | +48.7% | +29.5% |
| 1Y | +30.4% | -45.4% | +75.8% | +47.0% |
| 3Y | +143.2% | -6.9% | +150.1% | +134.3% |
| 5Y | +159.5% | +3.7% | +155.7% | +139.1% |
| 10Y | +234.7% | +135.8% | +98.9% | +144.6% |
| All | +234.7% | +147.1% | +87.5% | +144.6% |
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