+128.8%
AUR vs ACM
-9.1%
+137.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.8% | -3.7% |
| 7D | -4.5% | +5.6% | -10.2% | -8.6% |
| 30D | -16.6% | +20.8% | -37.5% | -28.8% |
| 3M | -38.5% | +11.4% | -49.9% | -44.1% |
| 6M | -49.9% | +0.9% | -50.8% | -52.0% |
| YTD | +9.6% | -24.8% | +34.5% | +37.2% |
| 1Y | +1.2% | -46.4% | +47.6% | +89.1% |
| 3Y | +128.8% | -9.2% | +138.0% | +96.4% |
| All | +128.8% | -9.1% | +137.9% | +96.4% |
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