-49.3%
COMP vs ACM
+8.6%
-57.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | 0.0% | +10.7% | +10.7% |
| 7D | +13.4% | +5.4% | +8.1% | +8.8% |
| 30D | +11.1% | +15.1% | -4.0% | -1.0% |
| 3M | -18.8% | -10.5% | -8.4% | -12.1% |
| 6M | +10.5% | -19.7% | +30.2% | +30.5% |
| YTD | -3.4% | -28.8% | +25.4% | +28.0% |
| 1Y | +19.7% | -47.9% | +67.6% | +110.5% |
| 3Y | +381.6% | -12.4% | +394.0% | +355.2% |
| 5Y | -17.6% | +0.6% | -18.2% | -30.1% |
| All | -49.3% | +8.6% | -57.9% | -58.4% |
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