+36.3%
FIVE vs ACM
-12.3%
+48.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.2% | -2.1% | -3.4% |
| 7D | -1.7% | +5.1% | -6.8% | -3.6% |
| 30D | +14.9% | +11.5% | +3.4% | +10.2% |
| 3M | +7.6% | -10.5% | +18.1% | +12.0% |
| 6M | +6.4% | -20.4% | +26.8% | +16.6% |
| YTD | +28.1% | -28.9% | +56.9% | +47.0% |
| 1Y | +54.7% | -48.7% | +103.4% | +115.0% |
| All | +36.3% | -12.3% | +48.6% | +25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling