+97.5%
MO vs ACM
+2.7%
+94.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.6% | -0.1% |
| 7D | -2.4% | -3.7% | +1.3% | -2.1% |
| 30D | +3.6% | -12.7% | +16.2% | +4.7% |
| 3M | -3.7% | -9.8% | +6.1% | -2.9% |
| 6M | +4.5% | -31.4% | +35.9% | +7.6% |
| YTD | +21.5% | -32.1% | +53.6% | +24.8% |
| 1Y | +9.5% | -47.8% | +57.3% | +15.7% |
| 3Y | +93.6% | -22.1% | +115.6% | +89.7% |
| 5Y | +97.5% | +1.8% | +95.7% | +83.5% |
| All | +97.5% | +2.7% | +94.8% | +83.5% |
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