+129.7%
ACM vs URA
+356.0%
-226.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.6% |
| 7D | -3.7% | +1.1% | -4.8% | -4.1% |
| 30D | -11.1% | +7.4% | -18.5% | -13.4% |
| 3M | -8.0% | -8.4% | +0.4% | -6.5% |
| 6M | -29.7% | -12.7% | -16.9% | -28.1% |
| YTD | -29.4% | +7.8% | -37.2% | -33.3% |
| 1Y | -46.4% | +19.5% | -65.9% | -51.9% |
| 3Y | -22.3% | +116.4% | -138.8% | -46.3% |
| 5Y | +4.5% | +134.3% | -129.8% | -34.9% |
| All | +129.7% | +356.0% | -226.3% | -1.5% |
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