+230.8%
ACM vs COO
+449.1%
-218.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.2% |
| 7D | -3.7% | -2.2% | -1.5% | -2.9% |
| 30D | -11.1% | -7.0% | -4.1% | -8.6% |
| 3M | -8.0% | +12.2% | -20.2% | -12.5% |
| 6M | -29.7% | -15.1% | -14.5% | -25.5% |
| YTD | -29.4% | -15.1% | -14.3% | -25.2% |
| 1Y | -46.4% | +2.3% | -48.8% | -47.7% |
| 3Y | -22.3% | -23.7% | +1.3% | -17.8% |
| 5Y | +4.5% | -38.9% | +43.4% | +19.1% |
| 10Y | +127.6% | +49.9% | +77.7% | +77.7% |
| All | +230.8% | +449.1% | -218.4% | +37.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling