+2,836.8%
COST vs ACM
+252.1%
+2,584.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.2% |
| 7D | +5.0% | +5.6% | -0.6% | +3.7% |
| 30D | +12.8% | +20.8% | -8.0% | +8.1% |
| 3M | +15.2% | +11.4% | +3.8% | +12.1% |
| 6M | +7.4% | +0.9% | +6.5% | +6.4% |
| YTD | +29.0% | -24.8% | +53.9% | +35.5% |
| 1Y | +20.3% | -46.4% | +66.7% | +36.4% |
| 3Y | +99.0% | -9.2% | +108.2% | +97.1% |
| 5Y | +125.7% | +5.0% | +120.7% | +114.8% |
| 10Y | +775.3% | +130.6% | +644.8% | +557.2% |
| All | +2,836.8% | +252.1% | +2,584.7% | +1,621.6% |
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