-34.4%
AUR vs ACM
+1.3%
-35.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.9% | +2.6% |
| 7D | +11.1% | -3.7% | +14.8% | +14.9% |
| 30D | -6.9% | -12.7% | +5.8% | +3.7% |
| 3M | +5.5% | -9.8% | +15.3% | +12.3% |
| 6M | +41.0% | -31.4% | +72.4% | +96.8% |
| YTD | +69.3% | -32.1% | +101.4% | +132.9% |
| 1Y | +14.0% | -47.8% | +61.8% | +107.4% |
| 3Y | +90.1% | -22.1% | +112.1% | +123.5% |
| All | -34.4% | +1.3% | -35.7% | -37.0% |
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