-16.1%
Z vs ACM
+155.0%
-171.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.5% | -2.5% |
| 7D | -4.6% | +5.4% | -9.9% | -7.1% |
| 30D | +8.3% | +15.1% | -6.8% | +0.4% |
| 3M | -11.6% | -10.5% | -1.1% | -6.3% |
| 6M | -33.6% | -19.7% | -13.9% | -25.8% |
| YTD | -56.7% | -28.8% | -27.9% | -48.2% |
| 1Y | -59.1% | -47.9% | -11.3% | -42.2% |
| 3Y | -20.4% | -12.4% | -8.0% | -17.2% |
| 5Y | -55.3% | +0.6% | -55.8% | -56.8% |
| All | -16.1% | +155.0% | -171.1% | -46.0% |
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