+54.1%
T vs ACM
+147.1%
-93.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.2% | -4.4% | -0.3% |
| 7D | +1.7% | +6.9% | -5.2% | +0.2% |
| 30D | -1.7% | +19.1% | -20.8% | -5.4% |
| 3M | -7.3% | -6.9% | -0.4% | -6.3% |
| 6M | -11.2% | -12.0% | +0.8% | -9.5% |
| YTD | -8.1% | -25.1% | +17.1% | -3.5% |
| 1Y | -8.0% | -45.4% | +37.4% | +4.1% |
| 3Y | +62.1% | -6.9% | +69.0% | +56.6% |
| 5Y | +55.7% | +3.7% | +52.0% | +43.0% |
| 10Y | +54.1% | +135.8% | -81.7% | +11.1% |
| All | +54.1% | +147.1% | -93.0% | +11.1% |
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