+850.6%
ROP vs ACM
+233.3%
+617.3%
-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 | +20.0% | -10.5% | +30.5% | +24.6% |
| 6M | +36.4% | -19.7% | +56.1% | +47.0% |
| YTD | +7.8% | -28.8% | +36.7% | +21.1% |
| 1Y | +8.0% | -47.9% | +55.9% | +36.6% |
| 3Y | -3.5% | -12.4% | +8.9% | -2.8% |
| 5Y | +1.5% | +0.6% | +0.9% | -4.8% |
| 10Y | +198.5% | +161.3% | +37.2% | +72.4% |
| All | +850.6% | +233.3% | +617.3% | +312.9% |
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 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