+383.5%
V vs ACM
+130.7%
+252.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | -1.7% | -3.7% | +2.0% | -0.4% |
| 30D | +2.0% | -11.1% | +13.1% | +5.7% |
| 3M | +17.4% | -8.0% | +25.3% | +19.8% |
| 6M | +17.5% | -29.7% | +47.2% | +31.6% |
| YTD | +7.6% | -29.4% | +37.0% | +19.6% |
| 1Y | +7.7% | -46.4% | +54.1% | +32.1% |
| 3Y | +54.7% | -22.3% | +77.0% | +61.0% |
| 5Y | +73.0% | +4.5% | +68.6% | +58.5% |
| All | +383.5% | +130.7% | +252.9% | +229.8% |
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