+27.6%
SOLS vs ACM
-51.8%
+79.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.9% | -2.7% |
| 7D | +0.3% | -5.9% | +6.2% | +0.3% |
| 30D | +0.9% | -6.2% | +7.1% | +1.0% |
| 3M | -20.7% | -7.9% | -12.8% | -20.5% |
| 6M | -17.7% | -30.6% | +12.9% | -18.4% |
| YTD | +27.1% | -33.3% | +60.4% | +23.6% |
| All | +27.6% | -51.8% | +79.4% | +30.4% |
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