+383.3%
TPR vs ACM
+133.7%
+249.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.7% |
| 7D | +12.1% | +6.6% | +5.5% | +7.3% |
| 30D | +16.7% | +19.8% | -3.1% | +3.6% |
| 3M | -17.4% | -3.1% | -14.2% | -17.1% |
| 6M | +2.3% | -11.5% | +13.8% | +7.3% |
| YTD | +7.1% | -24.7% | +31.8% | +24.3% |
| 1Y | +29.5% | -45.1% | +74.5% | +85.2% |
| 3Y | +415.0% | -8.9% | +423.9% | +401.9% |
| 5Y | +261.5% | +5.4% | +256.1% | +211.8% |
| 10Y | +383.3% | +131.1% | +252.2% | +144.9% |
| All | +383.3% | +133.7% | +249.6% | +144.9% |
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