+11.9%
AU vs ACM
-46.0%
+57.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.6% |
| 7D | -7.2% | +5.6% | -12.8% | -8.4% |
| 30D | -2.9% | +20.8% | -23.7% | -6.7% |
| 3M | -8.7% | +11.4% | -20.1% | -11.1% |
| 6M | -14.1% | +0.9% | -15.1% | -14.9% |
| YTD | +4.8% | -24.8% | +29.6% | +13.3% |
| 1Y | +11.9% | -46.4% | +58.3% | +24.1% |
| All | +11.9% | -46.0% | +57.9% | +24.1% |
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