-3.5%
ROP vs ACM
-12.3%
+8.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -3.0% | -2.9% |
| 7D | +2.1% | +5.4% | -3.2% | +0.6% |
| 30D | +32.9% | +15.1% | +17.8% | +27.8% |
| 3M | +20.0% | -10.5% | +30.5% | +23.1% |
| 6M | +36.4% | -19.7% | +56.1% | +43.5% |
| YTD | +7.8% | -28.8% | +36.7% | +17.0% |
| 1Y | +8.0% | -47.9% | +55.9% | +28.0% |
| 3Y | -3.5% | -12.4% | +8.9% | -4.9% |
| All | -3.5% | -12.3% | +8.8% | -4.9% |
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