+584.9%
XYZ vs ACM
+132.6%
+452.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.6% | +2.3% | +2.4% |
| 7D | -1.1% | +5.6% | -6.7% | -4.7% |
| 30D | +11.5% | +20.8% | -9.3% | -1.7% |
| 3M | +1.8% | +11.4% | -9.6% | -5.9% |
| 6M | +21.2% | +0.9% | +20.3% | +18.0% |
| YTD | +29.9% | -24.8% | +54.8% | +53.5% |
| 1Y | +35.8% | -46.4% | +82.2% | +101.1% |
| 3Y | +62.6% | -9.2% | +71.8% | +64.7% |
| 5Y | -62.8% | +5.0% | -67.8% | -64.7% |
| All | +584.9% | +132.6% | +452.3% | +272.1% |
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