+66.4%
FIVE vs ACM
-46.1%
+112.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +5.2% | +0.4% | +4.7% |
| 7D | +6.2% | +6.9% | -0.7% | +5.0% |
| 30D | +18.2% | +19.1% | -0.9% | +15.0% |
| 3M | +3.8% | -6.9% | +10.8% | +4.6% |
| 6M | +13.7% | -12.0% | +25.8% | +16.4% |
| YTD | +34.7% | -25.1% | +59.8% | +43.1% |
| All | +66.4% | -46.1% | +112.5% | +78.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling