+135.8%
ACM vs COO
+40.7%
+95.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.5% | +2.7% | +4.2% |
| 7D | +6.9% | +4.3% | +2.6% | +5.2% |
| 30D | +19.1% | +17.6% | +1.5% | +11.7% |
| 3M | -6.9% | -13.9% | +6.9% | -2.0% |
| 6M | -12.0% | +6.6% | -18.6% | -15.6% |
| YTD | -25.1% | -22.0% | -3.1% | -18.4% |
| 1Y | -45.4% | -8.8% | -36.6% | -44.5% |
| 3Y | -6.9% | -21.5% | +14.6% | -3.8% |
| 5Y | +3.7% | -41.0% | +44.7% | +20.5% |
| 10Y | +135.8% | +40.9% | +94.9% | +136.2% |
| All | +135.8% | +40.7% | +95.1% | +136.2% |
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