+5.9%
ROP vs ACM
-46.1%
+51.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.2% | -6.2% | -2.3% |
| 7D | -1.6% | +6.9% | -8.5% | -3.3% |
| 30D | +29.5% | +19.1% | +10.5% | +24.0% |
| 3M | +17.5% | -6.9% | +24.5% | +18.4% |
| 6M | +38.1% | -12.0% | +50.1% | +39.4% |
| YTD | +7.0% | -25.1% | +32.1% | +11.8% |
| All | +5.9% | -46.1% | +51.9% | +11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling