+1,001.8%
TER vs ACM
+147.1%
+854.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +5.2% | +7.5% | +9.9% |
| 7D | -5.8% | +6.9% | -12.6% | -8.9% |
| 30D | -38.9% | +19.1% | -58.0% | -44.6% |
| 3M | -35.1% | -6.9% | -28.2% | -33.8% |
| 6M | -31.6% | -12.0% | -19.5% | -28.8% |
| YTD | +27.2% | -25.1% | +52.4% | +44.4% |
| 1Y | +35.2% | -45.4% | +80.6% | +84.9% |
| 3Y | +192.8% | -6.9% | +199.7% | +191.4% |
| 5Y | +72.4% | +3.7% | +68.7% | +62.4% |
| 10Y | +1,001.8% | +135.8% | +866.1% | +560.1% |
| All | +1,001.8% | +147.1% | +854.7% | +560.1% |
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