-49.1%
COMP vs ACM
+14.3%
-63.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.2% | +3.2% |
| 7D | +2.2% | +3.0% | -0.8% | -0.3% |
| 30D | +16.3% | +19.7% | -3.3% | +0.1% |
| 3M | -19.1% | +5.3% | -24.5% | -23.4% |
| 6M | +17.1% | -10.8% | +27.9% | +25.6% |
| YTD | -2.9% | -25.1% | +22.2% | +23.0% |
| 1Y | +8.8% | -45.8% | +54.6% | +85.2% |
| 3Y | +423.5% | -9.4% | +432.8% | +383.0% |
| 5Y | -10.5% | +4.8% | -15.3% | -27.0% |
| All | -49.1% | +14.3% | -63.4% | -60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling