+796.3%
AU vs ACM
+132.6%
+663.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.6% |
| 7D | -7.2% | +5.6% | -12.8% | -8.0% |
| 30D | -2.9% | +20.8% | -23.7% | -5.7% |
| 3M | -8.7% | +11.4% | -20.1% | -10.3% |
| 6M | -14.1% | +0.9% | -15.1% | -14.6% |
| YTD | +4.8% | -24.8% | +29.6% | +8.8% |
| 1Y | +11.9% | -46.4% | +58.3% | +21.6% |
| 3Y | +513.8% | -9.2% | +523.0% | +518.8% |
| 5Y | +379.3% | +5.0% | +374.3% | +375.9% |
| All | +796.3% | +132.6% | +663.7% | +787.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling