+231.7%
RF vs ACM
+130.8%
+100.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.1% |
| 7D | -1.3% | +3.0% | -4.3% | -3.3% |
| 30D | +4.6% | +19.7% | -15.0% | -7.1% |
| 3M | -8.4% | +5.3% | -13.8% | -12.8% |
| 6M | +8.9% | -10.8% | +19.6% | +13.3% |
| YTD | +8.8% | -25.1% | +33.9% | +26.0% |
| 1Y | +18.9% | -45.8% | +64.7% | +71.8% |
| 3Y | +116.0% | -9.4% | +125.4% | +109.4% |
| 5Y | +46.0% | +4.8% | +41.3% | +24.9% |
| 10Y | +231.7% | +129.8% | +102.0% | +60.3% |
| All | +231.7% | +130.8% | +100.9% | +60.3% |
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