+1,340.7%
URI vs ACM
+155.0%
+1,185.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -9.8% | +5.4% | -15.2% | -13.5% |
| 30D | +1.7% | +15.1% | -13.4% | -8.8% |
| 3M | -9.1% | -10.5% | +1.4% | -2.8% |
| 6M | +9.9% | -19.7% | +29.6% | +25.5% |
| YTD | +31.2% | -28.8% | +60.0% | +61.7% |
| 1Y | +25.9% | -47.9% | +73.8% | +100.0% |
| 3Y | +147.4% | -12.4% | +159.7% | +148.8% |
| 5Y | +179.7% | +0.6% | +179.2% | +152.1% |
| All | +1,340.7% | +155.0% | +1,185.7% | +486.0% |
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