+96.9%
AU vs ACM
-45.8%
+142.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -2.0% | -2.2% |
| 7D | -3.6% | -3.7% | +0.1% | -2.8% |
| 30D | +23.9% | -11.1% | +35.0% | +27.3% |
| 3M | +19.1% | -8.0% | +27.1% | +21.0% |
| 6M | -0.2% | -29.7% | +29.5% | +10.3% |
| YTD | +32.5% | -29.4% | +61.8% | +46.6% |
| 1Y | +96.9% | -46.4% | +143.4% | +130.2% |
| All | +96.9% | -45.8% | +142.7% | +130.2% |
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