+156.2%
ACM vs URA
+278.3%
-122.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.4% | -1.3% |
| 7D | +5.4% | -4.1% | +9.5% | +6.6% |
| 30D | +15.1% | -19.0% | +34.1% | +22.2% |
| 3M | -10.5% | -25.1% | +14.7% | -3.2% |
| 6M | -19.7% | -44.5% | +24.8% | -5.6% |
| YTD | -28.8% | -24.3% | -4.5% | -25.6% |
| 1Y | -47.9% | -28.1% | -19.7% | -44.8% |
| 3Y | -12.4% | +40.7% | -53.0% | -30.6% |
| 5Y | +0.6% | +35.5% | -34.9% | -23.1% |
| All | +156.2% | +278.3% | -122.1% | +34.7% |
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