+131.1%
ACM vs URA
+289.1%
-158.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.1% | +1.6% |
| 7D | +6.6% | +0.3% | +6.3% | +6.4% |
| 30D | +19.8% | -14.8% | +34.6% | +25.3% |
| 3M | -3.1% | -25.3% | +22.2% | +4.8% |
| 6M | -11.5% | -39.9% | +28.4% | +1.5% |
| YTD | -24.7% | -22.4% | -2.3% | -21.8% |
| 1Y | -45.1% | -29.0% | -16.1% | -41.6% |
| 3Y | -8.9% | +41.0% | -49.9% | -27.8% |
| 5Y | +5.4% | +38.3% | -32.9% | -19.8% |
| 10Y | +131.1% | +276.1% | -145.0% | +10.8% |
| All | +131.1% | +289.1% | -158.0% | +10.8% |
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