-25.6%
COMP vs ACM
+1.8%
-27.4%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -2.2% | -6.0% | -6.2% |
| 7D | -1.8% | +5.1% | -6.9% | -5.7% |
| 30D | -0.8% | +11.5% | -12.2% | -9.6% |
| 3M | -28.1% | -10.5% | -17.7% | -21.9% |
| 6M | +27.0% | -20.4% | +47.4% | +52.3% |
| YTD | -12.8% | -28.9% | +16.1% | +17.2% |
| 1Y | +4.9% | -48.7% | +53.6% | +94.3% |
| 3Y | +321.0% | -12.5% | +333.5% | +280.1% |
| 5Y | -25.6% | +0.5% | -26.1% | -42.4% |
| All | -25.6% | +1.8% | -27.4% | -42.4% |
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 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