+7.5%
SMR vs ACM
-8.0%
+15.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.1% | -0.3% | -0.8% |
| 7D | +13.1% | -3.7% | +16.7% | +16.5% |
| 30D | +17.8% | -12.7% | +30.4% | +29.0% |
| 3M | +8.1% | -9.8% | +17.9% | +13.1% |
| 6M | -11.1% | -31.4% | +20.3% | +21.2% |
| YTD | -23.7% | -32.1% | +8.4% | +4.9% |
| 1Y | -69.4% | -47.8% | -21.6% | -45.6% |
| 3Y | +82.6% | -22.1% | +104.7% | +143.0% |
| All | +7.5% | -8.0% | +15.4% | +26.5% |
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