+183.1%
ROP vs ACM
+131.3%
+51.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -2.7% | +5.1% | -7.7% | -4.5% |
| 30D | +29.7% | +18.7% | +11.0% | +21.8% |
| 3M | +21.2% | +15.5% | +5.8% | +14.6% |
| 6M | +48.3% | +1.2% | +47.1% | +46.3% |
| YTD | +8.4% | -25.2% | +33.6% | +18.5% |
| 1Y | +6.0% | -46.3% | +52.3% | +30.7% |
| 3Y | -5.6% | -9.6% | +3.9% | -6.6% |
| 5Y | +1.3% | +4.4% | -3.1% | -6.6% |
| All | +183.1% | +131.3% | +51.8% | +83.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling