+2.2%
ACM vs COO
-40.4%
+42.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.2% | +0.3% |
| 7D | +5.6% | +0.5% | +5.2% | +5.5% |
| 30D | +20.8% | +14.2% | +6.7% | +16.5% |
| 3M | +11.4% | -18.2% | +29.6% | +17.5% |
| 6M | +0.9% | +5.3% | -4.4% | -1.4% |
| YTD | -24.8% | -23.6% | -1.3% | -19.3% |
| 1Y | -46.4% | -12.7% | -33.8% | -44.8% |
| 3Y | -9.2% | -24.2% | +15.0% | -6.0% |
| All | +2.2% | -40.4% | +42.6% | +14.2% |
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 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