+1,182.4%
URI vs ACM
+133.7%
+1,048.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.5% |
| 7D | -6.0% | +6.6% | -12.6% | -10.5% |
| 30D | +4.6% | +19.8% | -15.2% | -8.9% |
| 3M | -2.7% | -3.1% | +0.4% | -2.1% |
| 6M | +18.4% | -11.5% | +29.9% | +25.2% |
| YTD | +37.4% | -24.7% | +62.0% | +61.9% |
| 1Y | +30.4% | -45.1% | +75.4% | +98.2% |
| 3Y | +147.9% | -8.9% | +156.8% | +142.7% |
| 5Y | +202.1% | +5.4% | +196.7% | +163.7% |
| 10Y | +1,182.4% | +131.1% | +1,051.4% | +495.0% |
| All | +1,182.4% | +133.7% | +1,048.7% | +495.0% |
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