+233.3%
ACM vs COO
+392.1%
-158.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.7% |
| 7D | +5.4% | +4.7% | +0.6% | +3.5% |
| 30D | +15.1% | +13.9% | +1.2% | +9.3% |
| 3M | -10.5% | -14.9% | +4.5% | -5.4% |
| 6M | -19.7% | +2.0% | -21.7% | -21.6% |
| YTD | -28.8% | -23.9% | -4.9% | -21.9% |
| 1Y | -47.9% | -9.6% | -38.2% | -46.9% |
| 3Y | -12.4% | -25.4% | +13.1% | -7.2% |
| 5Y | +0.6% | -41.2% | +41.7% | +15.1% |
| 10Y | +161.3% | +42.1% | +119.2% | +106.7% |
| All | +233.3% | +392.1% | -158.8% | +42.9% |
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