+30.1%
Q vs ACM
-46.5%
+76.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.2% |
| 7D | +4.0% | +6.6% | -2.6% | +3.2% |
| 30D | -2.3% | +19.8% | -22.1% | -4.3% |
| 3M | -7.9% | -3.1% | -4.8% | -6.9% |
| 6M | -16.0% | -11.5% | -4.5% | -12.6% |
| YTD | +51.7% | -24.7% | +76.4% | +71.4% |
| 1Y | +28.3% | -45.1% | +73.4% | +47.4% |
| All | +30.1% | -46.5% | +76.5% | +49.4% |
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