+5.5%
ACM vs COO
-38.8%
+44.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.1% |
| 7D | -3.7% | -2.2% | -1.5% | -3.1% |
| 30D | -11.1% | -7.0% | -4.1% | -9.3% |
| 3M | -8.0% | +12.2% | -20.2% | -11.3% |
| 6M | -29.7% | -15.1% | -14.5% | -26.3% |
| YTD | -29.4% | -15.1% | -14.3% | -26.0% |
| 1Y | -46.4% | +2.3% | -48.8% | -47.2% |
| 3Y | -22.3% | -23.7% | +1.3% | -18.4% |
| All | +5.5% | -38.8% | +44.3% | +22.5% |
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