-54.2%
COMP vs ACI
+8.3%
-62.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -3.6% | -4.5% | -7.7% |
| 7D | -1.8% | +3.5% | -5.3% | -2.1% |
| 30D | -0.8% | +16.8% | -17.5% | -2.5% |
| 3M | -28.1% | +13.1% | -41.3% | -29.1% |
| 6M | +27.0% | -15.6% | +42.6% | +28.5% |
| YTD | -12.8% | -19.2% | +6.5% | -11.8% |
| 1Y | +4.9% | -20.7% | +25.6% | +6.4% |
| 3Y | +321.0% | -33.4% | +354.4% | +334.4% |
| 5Y | -25.6% | -41.7% | +16.1% | -23.8% |
| All | -54.2% | +8.3% | -62.6% | -55.8% |
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