+100.0%
ACM vs URA
+272.2%
-172.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.8% | +3.6% | +0.9% |
| 7D | +5.1% | +4.5% | +0.6% | +3.6% |
| 30D | +18.7% | -13.4% | +32.1% | +23.5% |
| 3M | +15.5% | -28.4% | +43.9% | +26.6% |
| 6M | +1.2% | -40.5% | +41.7% | +16.3% |
| YTD | -25.2% | -24.3% | -1.0% | -21.9% |
| 1Y | -46.3% | -28.8% | -17.5% | -43.0% |
| 3Y | -9.6% | +37.6% | -47.2% | -27.9% |
| 5Y | +4.4% | +30.7% | -26.3% | -19.0% |
| All | +100.0% | +272.2% | -172.3% | -20.5% |
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