+452.5%
TEAM vs ACM
+131.8%
+320.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.8% |
| 7D | -19.7% | +3.0% | -22.7% | -20.7% |
| 30D | -26.6% | +19.7% | -46.3% | -31.7% |
| 3M | -1.1% | +5.3% | -6.4% | -3.5% |
| 6M | +74.6% | -10.8% | +85.4% | +80.4% |
| YTD | -6.0% | -25.1% | +19.1% | +3.3% |
| 1Y | -3.2% | -45.8% | +42.5% | +19.9% |
| 3Y | -13.5% | -9.4% | -4.2% | -12.1% |
| 5Y | -65.5% | +4.8% | -70.3% | -66.1% |
| All | +452.5% | +131.8% | +320.7% | +333.5% |
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