+16.8%
FIVE vs ACM
+0.5%
+16.3%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | +2.4% | +5.1% | -2.6% | -0.2% |
| 30D | +15.8% | +18.7% | -2.8% | +5.8% |
| 3M | +3.8% | +15.5% | -11.7% | -4.5% |
| 6M | +18.5% | +1.2% | +17.3% | +15.2% |
| YTD | +31.2% | -25.2% | +56.5% | +51.2% |
| 1Y | +61.8% | -46.3% | +108.1% | +132.7% |
| 3Y | +39.9% | -9.6% | +49.4% | +32.3% |
| All | +16.8% | +0.5% | +16.3% | -2.7% |
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