+213.6%
RF vs ACM
+132.6%
+81.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.7% | +0.9% |
| 7D | +1.9% | +5.6% | -3.7% | -1.7% |
| 30D | +7.3% | +20.8% | -13.5% | -5.4% |
| 3M | -7.9% | +11.4% | -19.3% | -15.1% |
| 6M | +10.5% | +0.9% | +9.6% | +6.7% |
| YTD | +9.6% | -24.8% | +34.5% | +26.8% |
| 1Y | +20.3% | -46.4% | +66.7% | +76.0% |
| 3Y | +119.5% | -9.2% | +128.8% | +112.4% |
| 5Y | +48.2% | +5.0% | +43.2% | +26.1% |
| All | +213.6% | +132.6% | +81.0% | +58.9% |
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