+156.8%
AU vs ACM
+252.1%
-95.3%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.6% |
| 7D | -7.2% | +5.6% | -12.8% | -8.5% |
| 30D | -2.9% | +20.8% | -23.7% | -7.5% |
| 3M | -8.7% | +11.4% | -20.1% | -11.4% |
| 6M | -14.1% | +0.9% | -15.1% | -15.0% |
| YTD | +4.8% | -24.8% | +29.6% | +11.6% |
| 1Y | +11.9% | -46.4% | +58.3% | +29.8% |
| 3Y | +513.8% | -9.2% | +523.0% | +514.8% |
| 5Y | +379.3% | +5.0% | +374.3% | +358.5% |
| 10Y | +837.1% | +130.6% | +706.5% | +561.5% |
| All | +156.8% | +252.1% | -95.3% | +17.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling