-12.4%
ACM vs URA
+36.0%
-48.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.4% | -0.8% |
| 7D | +5.4% | -4.1% | +9.5% | +6.1% |
| 30D | +15.1% | -19.0% | +34.1% | +19.4% |
| 3M | -10.5% | -25.1% | +14.7% | -6.2% |
| 6M | -19.7% | -44.5% | +24.8% | -11.0% |
| YTD | -28.8% | -24.3% | -4.5% | -26.7% |
| 1Y | -47.9% | -28.1% | -19.7% | -45.9% |
| 3Y | -12.4% | +40.7% | -53.0% | -24.5% |
| All | -12.4% | +36.0% | -48.3% | -24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling