+1,210.8%
URI vs ACM
+130.8%
+1,079.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.7% | +4.6% |
| 7D | +2.4% | +3.0% | -0.6% | +0.2% |
| 30D | +8.9% | +19.7% | -10.8% | -5.1% |
| 3M | +0.8% | +5.3% | -4.5% | -4.6% |
| 6M | +23.1% | -10.8% | +33.9% | +29.3% |
| YTD | +43.1% | -25.1% | +68.1% | +69.3% |
| 1Y | +35.7% | -45.8% | +81.5% | +108.6% |
| 3Y | +158.2% | -9.4% | +167.6% | +153.7% |
| 5Y | +212.6% | +4.8% | +207.8% | +174.0% |
| 10Y | +1,210.8% | +129.8% | +1,081.0% | +508.2% |
| All | +1,210.8% | +130.8% | +1,079.9% | +508.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling