+379.1%
TPR vs ACM
+155.0%
+224.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.1% | -1.0% |
| 7D | +14.2% | +5.4% | +8.8% | +10.3% |
| 30D | +17.1% | +15.1% | +2.0% | +6.9% |
| 3M | -17.7% | -10.5% | -7.3% | -13.2% |
| 6M | -10.2% | -19.7% | +9.5% | +0.6% |
| YTD | +4.9% | -28.8% | +33.7% | +26.0% |
| 1Y | +36.1% | -47.9% | +84.0% | +100.4% |
| 3Y | +416.5% | -12.4% | +428.8% | +416.3% |
| 5Y | +254.8% | +0.6% | +254.2% | +217.0% |
| All | +379.1% | +155.0% | +224.1% | +153.4% |
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 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