+306.8%
SPOT vs ACM
+112.5%
+194.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.7% |
| 7D | +1.0% | +6.6% | -5.6% | -1.3% |
| 30D | +14.6% | +19.8% | -5.2% | +7.3% |
| 3M | +18.4% | -3.1% | +21.6% | +19.2% |
| 6M | +45.1% | -11.5% | +56.6% | +49.4% |
| YTD | +4.4% | -24.7% | +29.1% | +14.0% |
| 1Y | -2.7% | -45.1% | +42.4% | +19.5% |
| 3Y | +254.6% | -8.9% | +263.4% | +253.8% |
| 5Y | +124.8% | +5.4% | +119.4% | +112.9% |
| All | +306.8% | +112.5% | +194.4% | +162.5% |
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