+720.4%
AU vs ACM
+1.3%
+719.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.7% | +1.5% |
| 7D | +0.6% | -3.7% | +4.3% | +1.7% |
| 30D | +12.3% | -12.7% | +25.0% | +16.3% |
| 3M | +29.4% | -9.8% | +39.2% | +32.3% |
| 6M | +3.2% | -31.4% | +34.6% | +14.9% |
| YTD | +31.8% | -32.1% | +63.9% | +46.8% |
| 1Y | +83.4% | -47.8% | +131.2% | +120.8% |
| 3Y | +623.1% | -22.1% | +645.2% | +644.2% |
| All | +720.4% | +1.3% | +719.1% | +701.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling