-44.8%
COMP vs ACI
+1.4%
-46.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.9% | +0.6% |
| 7D | +1.4% | +0.2% | +1.2% | +1.4% |
| 30D | -13.3% | +5.9% | -19.2% | -13.9% |
| 3M | +41.1% | -19.8% | +60.9% | +43.8% |
| 6M | +17.2% | -24.7% | +41.9% | +19.9% |
| YTD | +5.2% | -24.4% | +29.6% | +7.2% |
| 1Y | +18.9% | -31.5% | +50.4% | +22.9% |
| 3Y | +215.9% | -38.7% | +254.6% | +229.7% |
| 5Y | -31.2% | -42.8% | +11.6% | -29.7% |
| All | -44.8% | +1.4% | -46.2% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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