+3.3%
TLT vs ACM
-9.6%
+12.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -2.7% | +5.1% | -7.8% | -2.9% |
| 30D | +2.2% | +18.7% | -16.5% | +1.4% |
| 3M | -1.7% | +15.5% | -17.2% | -2.4% |
| 6M | -4.0% | +1.2% | -5.2% | -4.2% |
| YTD | -4.9% | -25.2% | +20.3% | -4.7% |
| 1Y | -7.4% | -46.3% | +38.9% | -6.4% |
| All | +3.3% | -9.6% | +12.9% | -1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling