+810.4%
FIVE vs ACM
+319.0%
+491.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.2% | -2.1% | -3.2% |
| 7D | -1.7% | +5.1% | -6.8% | -4.0% |
| 30D | +14.9% | +11.5% | +3.4% | +9.1% |
| 3M | +7.6% | -10.5% | +18.1% | +12.4% |
| 6M | +6.4% | -20.4% | +26.8% | +16.3% |
| YTD | +28.1% | -28.9% | +56.9% | +46.8% |
| 1Y | +54.7% | -48.7% | +103.4% | +107.8% |
| 3Y | +36.1% | -12.5% | +48.6% | +38.9% |
| 5Y | +14.9% | +0.5% | +14.4% | +9.8% |
| 10Y | +578.8% | +161.2% | +417.7% | +318.4% |
| All | +810.4% | +319.0% | +491.4% | +385.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling