+251.0%
SPOT vs ACM
+91.6%
+159.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | 0.0% |
| 7D | -6.5% | -3.7% | -2.8% | -5.2% |
| 30D | +2.2% | -12.7% | +14.8% | +6.9% |
| 3M | +5.4% | -9.8% | +15.2% | +8.4% |
| 6M | -4.0% | -31.4% | +27.4% | +8.8% |
| YTD | -9.9% | -32.1% | +22.1% | +2.3% |
| 1Y | -27.3% | -47.8% | +20.5% | -9.1% |
| 3Y | +236.4% | -22.1% | +258.5% | +255.8% |
| 5Y | +112.6% | +1.8% | +110.8% | +104.8% |
| All | +251.0% | +91.6% | +159.4% | +135.4% |
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