+61.9%
SNY vs ACM
+134.0%
-72.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.1% |
| 7D | -3.3% | -4.6% | +1.3% | -2.5% |
| 30D | -2.2% | +4.1% | -6.2% | -3.0% |
| 3M | -3.0% | -8.3% | +5.3% | -1.8% |
| 6M | +2.7% | -30.1% | +32.8% | +9.1% |
| YTD | -6.8% | -32.6% | +25.8% | -0.6% |
| 1Y | -5.3% | -49.6% | +44.3% | +6.5% |
| 3Y | -9.8% | -23.0% | +13.3% | -7.5% |
| 5Y | +9.7% | +2.0% | +7.7% | +5.3% |
| All | +61.9% | +134.0% | -72.1% | +25.5% |
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