-47.0%
ACM vs URA
-32.2%
-14.8%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.1% | +4.0% | +3.1% |
| 7D | +9.5% | -10.5% | +20.1% | +11.2% |
| 30D | +14.7% | -18.6% | +33.4% | +18.1% |
| 3M | -9.5% | -23.0% | +13.5% | -6.6% |
| 6M | -18.0% | -40.3% | +22.2% | -11.3% |
| YTD | -27.3% | -23.5% | -3.8% | -26.4% |
| 1Y | -47.0% | -31.1% | -15.9% | -45.7% |
| All | -47.0% | -32.2% | -14.8% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 1y: compounded portfolio wealth divided by compounded URA 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…
1y analysis · Full analysis span regression · 6 months rolling