+175.2%
SO vs ACM
+155.0%
+20.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -1.5% | +5.4% | -6.8% | -2.4% |
| 30D | +8.1% | +15.1% | -7.0% | +5.5% |
| 3M | +0.2% | -10.5% | +10.7% | +1.8% |
| 6M | +0.4% | -19.7% | +20.1% | +3.6% |
| YTD | +8.5% | -28.8% | +37.3% | +13.9% |
| 1Y | +4.9% | -47.9% | +52.8% | +16.9% |
| 3Y | +47.9% | -12.4% | +60.3% | +45.8% |
| 5Y | +75.7% | +0.6% | +75.1% | +66.3% |
| All | +175.2% | +155.0% | +20.2% | +126.3% |
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