-50.2%
COMP vs ACM
+11.0%
-61.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +2.9% | +4.8% | +5.2% |
| 7D | +9.5% | +9.5% | 0.0% | +1.5% |
| 30D | +8.1% | +14.7% | -6.6% | -3.6% |
| 3M | -16.3% | -9.5% | -6.8% | -10.4% |
| 6M | +42.2% | -18.0% | +60.3% | +64.6% |
| YTD | -5.0% | -27.3% | +22.3% | +23.4% |
| 1Y | +20.1% | -47.0% | +67.1% | +108.2% |
| 3Y | +358.4% | -10.6% | +369.0% | +325.5% |
| 5Y | -21.9% | +5.3% | -27.2% | -35.8% |
| All | -50.2% | +11.0% | -61.2% | -59.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling