-26.3%
U vs ACM
+84.6%
-110.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.5% |
| 7D | +24.4% | +6.6% | +17.7% | +18.6% |
| 30D | +7.4% | +19.8% | -12.4% | -5.4% |
| 3M | +16.8% | -3.1% | +19.9% | +17.4% |
| 6M | +78.8% | -11.5% | +90.3% | +89.3% |
| YTD | +14.0% | -24.7% | +38.6% | +37.3% |
| 1Y | +16.7% | -45.1% | +61.8% | +76.2% |
| 3Y | +86.4% | -8.9% | +95.3% | +86.1% |
| 5Y | -71.5% | +5.4% | -76.9% | -73.3% |
| All | -26.3% | +84.6% | -110.9% | -25.8% |
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