+672.3%
AU vs ACM
+134.0%
+538.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.4% |
| 7D | -4.3% | -4.6% | +0.3% | -3.6% |
| 30D | +7.3% | +4.1% | +3.2% | +6.5% |
| 3M | +26.3% | -8.3% | +34.6% | +27.5% |
| 6M | +1.8% | -30.1% | +31.8% | +7.2% |
| YTD | +26.8% | -32.6% | +59.4% | +34.2% |
| 1Y | +66.7% | -49.6% | +116.3% | +83.9% |
| 3Y | +579.1% | -23.0% | +602.1% | +601.0% |
| 5Y | +689.3% | +2.0% | +687.4% | +690.4% |
| All | +672.3% | +134.0% | +538.3% | +610.7% |
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