+90.4%
AUR vs ACGL
+29.4%
+61.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.4% | +5.1% | +2.9% |
| 7D | +19.2% | -2.9% | +22.2% | +19.5% |
| 30D | -7.8% | -2.8% | -5.0% | -7.6% |
| 3M | +4.0% | +6.8% | -2.8% | +2.4% |
| 6M | +45.0% | -1.5% | +46.5% | +44.6% |
| YTD | +69.5% | -0.2% | +69.8% | +67.9% |
| 1Y | +13.0% | +5.3% | +7.7% | +10.1% |
| 3Y | +90.4% | +30.3% | +60.1% | +113.0% |
| All | +90.4% | +29.4% | +61.0% | +113.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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