+14.9%
FIVE vs ACM
+1.8%
+13.1%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.2% | -2.1% | -3.1% |
| 7D | -1.7% | +5.1% | -6.8% | -4.2% |
| 30D | +14.9% | +11.5% | +3.4% | +8.5% |
| 3M | +7.6% | -10.5% | +18.1% | +13.3% |
| 6M | +6.4% | -20.4% | +26.8% | +18.9% |
| YTD | +28.1% | -28.9% | +56.9% | +51.5% |
| 1Y | +54.7% | -48.7% | +103.4% | +127.8% |
| 3Y | +36.1% | -12.5% | +48.6% | +30.4% |
| 5Y | +14.9% | +0.5% | +14.4% | -4.8% |
| All | +14.9% | +1.8% | +13.1% | -4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling