+208.9%
W vs ACM
+131.3%
+77.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.4% |
| 7D | -1.7% | +5.1% | -6.8% | -5.2% |
| 30D | +3.2% | +18.7% | -15.4% | -8.9% |
| 3M | +8.3% | +15.5% | -7.2% | -3.3% |
| 6M | +84.3% | +1.2% | +83.1% | +79.1% |
| YTD | +11.0% | -25.2% | +36.3% | +33.8% |
| 1Y | -0.2% | -46.3% | +46.1% | +53.2% |
| 3Y | +157.9% | -9.6% | +167.5% | +170.2% |
| 5Y | -56.8% | +4.4% | -61.2% | -57.7% |
| All | +208.9% | +131.3% | +77.6% | +73.2% |
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