-14.0%
Z vs ACM
+154.9%
-168.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -2.2% | -8.5% | -9.4% |
| 7D | -2.3% | +5.1% | -7.3% | -4.7% |
| 30D | +9.4% | +11.5% | -2.1% | +3.2% |
| 3M | -16.1% | -10.5% | -5.6% | -11.1% |
| 6M | -30.4% | -20.4% | -10.1% | -21.8% |
| YTD | -55.6% | -28.9% | -26.7% | -46.9% |
| 1Y | -58.5% | -48.7% | -9.8% | -40.8% |
| 3Y | -19.6% | -12.5% | -7.1% | -16.3% |
| 5Y | -54.1% | +0.5% | -54.7% | -55.7% |
| All | -14.0% | +154.9% | -168.9% | -44.7% |
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