+233.3%
ACM vs VO
+428.9%
-195.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.2% | +0.2% |
| 7D | +5.4% | -2.6% | +7.9% | +8.4% |
| 30D | +15.1% | -0.9% | +16.1% | +16.3% |
| 3M | -10.5% | -3.0% | -7.5% | -7.4% |
| 6M | -19.7% | +2.2% | -21.9% | -21.7% |
| YTD | -28.8% | +10.6% | -39.4% | -36.3% |
| 1Y | -47.9% | +12.5% | -60.4% | -54.3% |
| 3Y | -12.4% | +61.4% | -73.8% | -48.8% |
| 5Y | +0.6% | +33.4% | -32.9% | -28.2% |
| 10Y | +161.3% | +201.5% | -40.3% | -23.3% |
| All | +233.3% | +428.9% | -195.6% | -40.7% |
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