+129.7%
ACM vs COO
+43.7%
+86.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | +0.3% |
| 7D | -0.3% | -2.3% | +2.0% | +0.6% |
| 30D | -12.9% | -8.8% | -4.1% | -9.7% |
| 3M | -6.4% | +1.3% | -7.7% | -7.1% |
| 6M | -29.2% | -11.6% | -17.6% | -26.1% |
| YTD | -29.9% | -17.4% | -12.5% | -24.8% |
| 1Y | -47.3% | -1.6% | -45.7% | -47.7% |
| 3Y | -19.6% | -22.6% | +3.0% | -15.5% |
| 5Y | +5.5% | -40.3% | +45.9% | +23.6% |
| 10Y | +129.7% | +45.2% | +84.5% | +120.3% |
| All | +129.7% | +43.7% | +86.0% | +120.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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