+230.8%
ACM vs VO
+446.3%
-215.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.1% |
| 7D | -3.7% | -0.3% | -3.5% | -3.4% |
| 30D | -11.1% | -0.3% | -10.8% | -10.9% |
| 3M | -8.0% | +2.9% | -10.9% | -11.0% |
| 6M | -29.7% | +9.3% | -39.0% | -36.4% |
| YTD | -29.4% | +14.2% | -43.6% | -39.1% |
| 1Y | -46.4% | +15.3% | -61.7% | -54.3% |
| 3Y | -22.3% | +56.2% | -78.6% | -53.0% |
| 5Y | +4.5% | +42.4% | -38.0% | -30.6% |
| 10Y | +127.6% | +194.7% | -67.1% | -31.4% |
| All | +230.8% | +446.3% | -215.5% | -43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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