-100.0%
SPXU vs ACM
+140.1%
-240.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +0.9% |
| 7D | -0.1% | -3.7% | +3.6% | -3.8% |
| 30D | +0.8% | -11.1% | +11.9% | -10.3% |
| 3M | -4.7% | -8.0% | +3.3% | -11.6% |
| 6M | -29.6% | -29.7% | 0.0% | -49.9% |
| YTD | -29.9% | -29.4% | -0.5% | -49.3% |
| 1Y | -39.1% | -46.4% | +7.4% | -66.6% |
| 3Y | -80.0% | -22.3% | -57.7% | -81.3% |
| 5Y | -86.0% | +4.5% | -90.5% | -78.0% |
| 10Y | -99.5% | +127.6% | -227.2% | -97.0% |
| All | -100.0% | +140.1% | -240.1% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling