+232.1%
W vs ACM
+155.0%
+77.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.5% | -1.5% |
| 7D | -3.6% | +5.4% | -9.0% | -7.0% |
| 30D | +7.0% | +15.1% | -8.2% | -3.2% |
| 3M | +7.4% | -10.5% | +17.8% | +14.7% |
| 6M | +69.3% | -19.7% | +89.0% | +93.8% |
| YTD | +11.3% | -28.8% | +40.1% | +38.3% |
| 1Y | +13.2% | -47.9% | +61.1% | +75.3% |
| 3Y | +142.0% | -12.4% | +154.4% | +159.8% |
| 5Y | -54.6% | +0.6% | -55.2% | -54.0% |
| All | +232.1% | +155.0% | +77.1% | +84.6% |
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