+634.6%
XYZ vs ACM
+133.7%
+500.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.6% | -4.0% | -3.8% |
| 7D | +12.6% | +6.6% | +6.0% | +8.1% |
| 30D | +10.8% | +19.8% | -9.0% | -1.6% |
| 3M | +8.4% | -3.1% | +11.5% | +9.3% |
| 6M | +14.3% | -11.5% | +25.8% | +21.0% |
| YTD | +31.5% | -24.7% | +56.2% | +54.8% |
| 1Y | +28.1% | -45.1% | +73.2% | +85.2% |
| 3Y | +66.2% | -8.9% | +75.1% | +68.1% |
| 5Y | -62.3% | +5.4% | -67.7% | -64.3% |
| 10Y | +634.6% | +131.1% | +503.5% | +297.8% |
| All | +634.6% | +133.7% | +500.9% | +297.8% |
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