+66.2%
FIVE vs ACM
-45.8%
+112.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | +7.3% | +6.6% | +0.7% | +6.2% |
| 30D | +18.1% | +19.8% | -1.7% | +14.8% |
| 3M | +7.7% | -3.1% | +10.8% | +7.8% |
| 6M | +13.6% | -11.5% | +25.1% | +16.1% |
| YTD | +34.6% | -24.7% | +59.3% | +42.8% |
| 1Y | +66.2% | -45.1% | +111.3% | +77.9% |
| All | +66.2% | -45.8% | +112.0% | +77.9% |
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 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