+4,437.5%
SITM vs ACM
+58.6%
+4,378.8%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.5% | +0.9% |
| 7D | +3.7% | -3.7% | +7.4% | +6.7% |
| 30D | -14.5% | -12.7% | -1.8% | -7.0% |
| 3M | -10.6% | -9.8% | -0.8% | -6.8% |
| 6M | +65.5% | -31.4% | +96.9% | +115.0% |
| YTD | +67.0% | -32.1% | +99.1% | +113.8% |
| 1Y | +138.6% | -47.8% | +186.4% | +282.5% |
| 3Y | +421.8% | -22.1% | +443.9% | +487.0% |
| 5Y | +172.4% | +1.8% | +170.6% | +159.7% |
| All | +4,437.5% | +58.6% | +4,378.8% | +3,461.5% |
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