+35.8%
FIVE vs ACM
-12.3%
+48.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -0.3% | +5.4% | -5.6% | -2.2% |
| 30D | +17.7% | +15.1% | +2.5% | +11.5% |
| 3M | +4.0% | -10.5% | +14.4% | +8.2% |
| 6M | +2.6% | -19.7% | +22.3% | +12.0% |
| YTD | +27.6% | -28.8% | +56.4% | +46.4% |
| 1Y | +59.9% | -47.9% | +107.8% | +119.7% |
| 3Y | +35.8% | -12.4% | +48.1% | +25.1% |
| All | +35.8% | -12.3% | +48.1% | +25.1% |
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