+101.1%
ACM vs URA
+266.3%
-165.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.0% |
| 7D | +5.6% | -1.5% | +7.2% | +6.1% |
| 30D | +20.8% | -10.4% | +31.2% | +24.5% |
| 3M | +11.4% | -29.6% | +41.0% | +22.8% |
| 6M | +0.9% | -40.3% | +41.2% | +15.8% |
| YTD | -24.8% | -25.5% | +0.7% | -21.1% |
| 1Y | -46.4% | -26.4% | -20.0% | -43.7% |
| 3Y | -9.2% | +31.4% | -40.7% | -26.5% |
| 5Y | +5.0% | +28.6% | -23.6% | -18.2% |
| All | +101.1% | +266.3% | -165.2% | -19.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling