-0.9%
ACM vs COO
-41.6%
+40.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.5% |
| 7D | +5.4% | +4.7% | +0.6% | +4.0% |
| 30D | +15.1% | +13.9% | +1.2% | +11.0% |
| 3M | -10.5% | -14.9% | +4.5% | -6.8% |
| 6M | -19.7% | +2.0% | -21.7% | -20.9% |
| YTD | -28.8% | -23.9% | -4.9% | -23.5% |
| 1Y | -47.9% | -9.6% | -38.2% | -46.9% |
| 3Y | -12.4% | -25.4% | +13.1% | -8.7% |
| All | -0.9% | -41.6% | +40.7% | +11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling