+232.4%
PM vs ACM
+155.0%
+77.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -5.2% | +5.4% | -10.6% | -6.2% |
| 30D | +2.7% | +15.1% | -12.4% | -0.1% |
| 3M | +6.1% | -10.5% | +16.6% | +8.1% |
| 6M | +18.0% | -19.7% | +37.7% | +22.4% |
| YTD | +26.6% | -28.8% | +55.4% | +33.8% |
| 1Y | +36.7% | -47.9% | +84.5% | +54.9% |
| 3Y | +146.0% | -12.4% | +158.4% | +140.6% |
| 5Y | +164.1% | +0.6% | +163.5% | +145.7% |
| All | +232.4% | +155.0% | +77.4% | +160.0% |
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