+243.6%
W vs ACM
+147.1%
+96.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.2% | -0.6% | +0.8% |
| 7D | +3.3% | +6.9% | -3.6% | -1.3% |
| 30D | +10.5% | +19.1% | -8.5% | -2.5% |
| 3M | +9.6% | -6.9% | +16.6% | +14.0% |
| 6M | +76.4% | -12.0% | +88.4% | +89.1% |
| YTD | +16.4% | -25.1% | +41.5% | +39.7% |
| 1Y | +9.3% | -45.4% | +54.8% | +64.4% |
| 3Y | +172.8% | -6.9% | +179.7% | +180.2% |
| 5Y | -53.4% | +3.7% | -57.1% | -53.9% |
| 10Y | +243.6% | +135.8% | +107.9% | +91.5% |
| All | +243.6% | +147.1% | +96.5% | +91.5% |
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