+144.6%
URI vs ACM
-12.3%
+157.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.2% | -4.9% | -6.0% |
| 7D | -12.9% | +5.1% | -18.0% | -15.1% |
| 30D | -3.4% | +11.5% | -14.9% | -8.5% |
| 3M | -10.0% | -10.5% | +0.4% | -5.6% |
| 6M | +12.2% | -20.4% | +32.5% | +25.0% |
| YTD | +29.8% | -28.9% | +58.6% | +53.1% |
| 1Y | +24.6% | -48.7% | +73.3% | +89.6% |
| All | +144.6% | -12.3% | +157.0% | +134.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling