-37.5%
U vs ACM
+71.7%
-109.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +3.2% |
| 7D | +4.5% | -0.3% | +4.8% | +4.7% |
| 30D | -0.6% | -12.9% | +12.3% | +8.0% |
| 3M | +48.4% | -6.4% | +54.8% | +52.2% |
| 6M | +115.4% | -29.2% | +144.6% | +169.6% |
| YTD | -3.2% | -29.9% | +26.7% | +23.1% |
| 1Y | -6.0% | -47.3% | +41.2% | +46.0% |
| 3Y | +13.5% | -19.6% | +33.1% | +24.9% |
| 5Y | -68.0% | +5.5% | -73.5% | -68.7% |
| All | -37.5% | +71.7% | -109.1% | -33.5% |
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 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