+421.5%
WMT vs ACM
+135.8%
+285.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.9% | +0.2% |
| 7D | -0.2% | -3.7% | +3.4% | +0.2% |
| 30D | -5.8% | -12.7% | +6.8% | -4.4% |
| 3M | -10.8% | -9.8% | -1.0% | -9.9% |
| 6M | -14.3% | -31.4% | +17.1% | -10.5% |
| YTD | -4.4% | -32.1% | +27.7% | -0.4% |
| 1Y | +4.3% | -47.8% | +52.1% | +12.8% |
| 3Y | +100.1% | -22.1% | +122.1% | +101.9% |
| 5Y | +130.8% | +1.8% | +129.0% | +122.1% |
| All | +421.5% | +135.8% | +285.7% | +328.6% |
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