+69.7%
TLT vs ACM
+233.3%
-163.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.1% | +5.4% | -5.3% | +0.6% |
| 30D | +6.2% | +15.1% | -8.9% | +7.7% |
| 3M | +0.1% | -10.5% | +10.5% | -1.0% |
| 6M | -3.0% | -19.7% | +16.7% | -5.0% |
| YTD | -2.7% | -28.8% | +26.1% | -5.8% |
| 1Y | -4.8% | -47.9% | +43.0% | -10.9% |
| 3Y | +6.9% | -12.4% | +19.3% | +6.8% |
| 5Y | -34.5% | +0.6% | -35.0% | -32.9% |
| 10Y | -17.3% | +161.3% | -178.5% | -0.5% |
| All | +69.7% | +233.3% | -163.7% | +121.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling