+248.1%
UL vs ACM
+230.8%
+17.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -1.3% | -3.7% | +2.4% | -0.5% |
| 30D | +0.5% | -11.1% | +11.6% | +2.7% |
| 3M | +17.6% | -8.0% | +25.6% | +19.2% |
| 6M | -5.4% | -29.7% | +24.3% | +1.2% |
| YTD | +0.7% | -29.4% | +30.1% | +7.1% |
| 1Y | -9.3% | -46.4% | +37.2% | +2.0% |
| 3Y | +24.5% | -22.3% | +46.9% | +27.4% |
| 5Y | +23.2% | +4.5% | +18.7% | +16.4% |
| 10Y | +64.5% | +127.6% | -63.2% | +22.0% |
| All | +248.1% | +230.8% | +17.3% | +107.2% |
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 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