+68.3%
AU vs ACM
-48.9%
+117.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.8% | -2.5% | -3.9% |
| 7D | -7.0% | -5.9% | -1.1% | -5.7% |
| 30D | +7.3% | -6.2% | +13.5% | +8.5% |
| 3M | +33.2% | -7.9% | +41.1% | +34.5% |
| 6M | -0.6% | -30.6% | +30.0% | +9.5% |
| YTD | +26.2% | -33.3% | +59.4% | +41.1% |
| 1Y | +68.3% | -49.2% | +117.5% | +96.1% |
| All | +68.3% | -48.9% | +117.1% | +96.1% |
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