-50.2%
COMP vs ACM
+14.1%
-64.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | +8.9% | +5.1% | +3.8% | +4.3% |
| 30D | +14.0% | +18.7% | -4.7% | -1.2% |
| 3M | -21.1% | +15.5% | -36.6% | -30.6% |
| 6M | +20.1% | +1.2% | +18.9% | +15.5% |
| YTD | -5.0% | -25.2% | +20.2% | +20.6% |
| 1Y | +5.7% | -46.3% | +52.0% | +81.6% |
| 3Y | +412.2% | -9.6% | +421.8% | +373.5% |
| 5Y | -12.1% | +4.4% | -16.5% | -28.1% |
| All | -50.2% | +14.1% | -64.3% | -60.8% |
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