+58.8%
T vs ACM
+133.7%
-74.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | +2.6% | +6.6% | -4.0% | +1.1% |
| 30D | -1.1% | +19.8% | -20.9% | -4.9% |
| 3M | -7.7% | -3.1% | -4.6% | -7.5% |
| 6M | -10.6% | -11.5% | +0.9% | -9.0% |
| YTD | -7.5% | -24.7% | +17.2% | -3.0% |
| 1Y | -7.4% | -45.1% | +37.6% | +4.7% |
| 3Y | +63.1% | -8.9% | +71.9% | +58.5% |
| 5Y | +55.2% | +5.4% | +49.8% | +41.9% |
| 10Y | +58.8% | +131.1% | -72.3% | +13.6% |
| All | +58.8% | +133.7% | -74.9% | +13.6% |
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