+853.0%
ROP vs ACM
+233.3%
+619.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -3.0% | -2.9% |
| 7D | +2.1% | +5.4% | -3.2% | 0.0% |
| 30D | +32.9% | +15.1% | +17.8% | +25.8% |
| 3M | +20.3% | -10.5% | +30.8% | +24.9% |
| 6M | +36.8% | -19.7% | +56.5% | +47.4% |
| YTD | +8.1% | -28.8% | +36.9% | +21.4% |
| 1Y | +8.3% | -47.9% | +56.1% | +37.0% |
| 3Y | -3.2% | -12.4% | +9.1% | -2.5% |
| 5Y | +1.7% | +0.6% | +1.2% | -4.5% |
| 10Y | +199.2% | +161.3% | +38.0% | +72.8% |
| All | +853.0% | +233.3% | +619.7% | +314.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling