+65.3%
T vs ACM
+128.0%
-62.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | -1.5% | -0.3% | -1.3% | -1.5% |
| 30D | +7.6% | -12.9% | +20.5% | +10.5% |
| 3M | +15.3% | -6.4% | +21.7% | +16.4% |
| 6M | -8.5% | -29.2% | +20.7% | -2.1% |
| YTD | +6.8% | -29.9% | +36.7% | +13.8% |
| 1Y | -7.2% | -47.3% | +40.0% | +5.6% |
| 3Y | +108.2% | -19.6% | +127.9% | +108.8% |
| 5Y | +66.1% | +5.5% | +60.5% | +51.0% |
| 10Y | +65.3% | +129.7% | -64.4% | +18.9% |
| All | +65.3% | +128.0% | -62.7% | +18.9% |
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