-79.8%
SPXU vs ACM
-22.3%
-57.5%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.1% | +4.5% | -0.8% |
| 7D | +1.3% | -3.7% | +4.9% | -1.4% |
| 30D | +5.1% | -12.7% | +17.8% | -4.9% |
| 3M | -9.1% | -9.8% | +0.7% | -15.2% |
| 6M | -29.6% | -31.4% | +1.8% | -47.9% |
| YTD | -27.7% | -32.1% | +4.4% | -46.2% |
| 1Y | -37.0% | -47.8% | +10.8% | -64.1% |
| All | -79.8% | -22.3% | -57.5% | -78.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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