+183.6%
ROP vs ACM
+147.1%
+36.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.2% | -6.2% | -2.9% |
| 7D | -1.6% | +6.9% | -8.5% | -4.1% |
| 30D | +29.5% | +19.1% | +10.5% | +21.6% |
| 3M | +17.5% | -6.9% | +24.5% | +19.8% |
| 6M | +38.1% | -12.0% | +50.1% | +43.0% |
| YTD | +7.0% | -25.1% | +32.1% | +16.7% |
| 1Y | +6.5% | -45.4% | +51.9% | +29.9% |
| 3Y | -5.5% | -6.9% | +1.4% | -7.4% |
| 5Y | -0.4% | +3.7% | -4.1% | -7.6% |
| 10Y | +183.6% | +135.8% | +47.8% | +84.8% |
| All | +183.6% | +147.1% | +36.5% | +84.8% |
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