-15.8%
ROP vs ACM
-21.7%
+5.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.5% |
| 7D | -4.4% | -3.7% | -0.7% | -3.4% |
| 30D | +3.2% | -11.1% | +14.3% | +6.3% |
| 3M | +23.1% | -8.0% | +31.0% | +25.3% |
| 6M | +13.3% | -29.7% | +43.0% | +24.0% |
| YTD | -7.9% | -29.4% | +21.5% | +0.5% |
| 1Y | -22.1% | -46.4% | +24.4% | -8.4% |
| All | -15.8% | -21.7% | +5.9% | -16.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling