+224.6%
AU vs ACM
+230.8%
-6.2%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -2.0% | -2.2% |
| 7D | -3.6% | -3.7% | +0.1% | -2.7% |
| 30D | +23.9% | -11.1% | +35.0% | +27.2% |
| 3M | +19.1% | -8.0% | +27.1% | +21.0% |
| 6M | -0.2% | -29.7% | +29.5% | +8.5% |
| YTD | +32.5% | -29.4% | +61.8% | +43.5% |
| 1Y | +96.9% | -46.4% | +143.4% | +128.6% |
| 3Y | +614.7% | -22.3% | +637.1% | +645.2% |
| 5Y | +647.7% | +4.5% | +643.2% | +615.0% |
| 10Y | +679.2% | +127.6% | +551.6% | +449.0% |
| All | +224.6% | +230.8% | -6.2% | +51.1% |
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 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