-45.1%
ACM vs URA
-30.3%
-14.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.5% | +3.3% | +5.5% |
| 7D | +6.6% | +0.3% | +6.3% | +6.5% |
| 30D | +19.8% | -14.8% | +34.6% | +22.4% |
| 3M | -3.1% | -25.3% | +22.2% | +0.5% |
| 6M | -11.5% | -39.9% | +28.4% | -4.3% |
| YTD | -24.7% | -22.4% | -2.3% | -24.0% |
| 1Y | -45.1% | -29.0% | -16.1% | -44.0% |
| All | -45.1% | -30.3% | -14.7% | -44.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling