-4.6%
TLT vs ACM
-46.1%
+41.5%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.2% | -5.2% | -0.2% |
| 7D | +0.3% | +6.9% | -6.6% | -0.1% |
| 30D | +5.1% | +19.1% | -14.0% | +4.1% |
| 3M | -0.2% | -6.9% | +6.8% | -0.3% |
| 6M | -2.9% | -12.0% | +9.1% | -3.1% |
| YTD | -2.7% | -25.1% | +22.4% | -3.0% |
| All | -4.6% | -46.1% | +41.5% | -4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling