+605.8%
AU vs ACM
-22.3%
+628.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.7% | +1.5% |
| 7D | +0.6% | -3.7% | +4.3% | +1.6% |
| 30D | +12.3% | -12.7% | +25.0% | +16.1% |
| 3M | +29.4% | -9.8% | +39.2% | +32.1% |
| 6M | +3.2% | -31.4% | +34.6% | +14.4% |
| YTD | +31.8% | -32.1% | +63.9% | +46.3% |
| 1Y | +83.4% | -47.8% | +131.2% | +118.7% |
| All | +605.8% | -22.3% | +628.1% | +607.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling