-29.9%
COMP vs ACM
+5.0%
-34.8%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.9% |
| 7D | +1.4% | -3.7% | +5.1% | +4.9% |
| 30D | -13.3% | -11.1% | -2.2% | -5.5% |
| 3M | +41.1% | -8.0% | +49.1% | +48.2% |
| 6M | +17.2% | -29.7% | +46.8% | +58.6% |
| YTD | +5.2% | -29.4% | +34.6% | +41.3% |
| 1Y | +18.9% | -46.4% | +65.4% | +105.1% |
| 3Y | +215.9% | -22.3% | +238.3% | +238.3% |
| All | -29.9% | +5.0% | -34.8% | -46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling