+44.3%
FIVE vs ACM
-7.9%
+52.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +5.2% | +0.4% | +3.5% |
| 7D | +6.2% | +6.9% | -0.7% | +3.5% |
| 30D | +18.2% | +19.1% | -0.9% | +10.4% |
| 3M | +3.8% | -6.9% | +10.8% | +6.5% |
| 6M | +13.7% | -12.0% | +25.8% | +19.0% |
| YTD | +34.7% | -25.1% | +59.8% | +51.6% |
| 1Y | +66.6% | -45.4% | +112.1% | +125.1% |
| 3Y | +44.3% | -6.9% | +51.2% | +29.0% |
| All | +44.3% | -7.9% | +52.2% | +29.0% |
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