+179.2%
URI vs ACM
-2.7%
+181.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -9.8% | +5.4% | -15.2% | -13.0% |
| 30D | +1.7% | +15.1% | -13.4% | -7.5% |
| 3M | -9.1% | -10.5% | +1.4% | -3.3% |
| 6M | +9.9% | -19.7% | +29.6% | +24.8% |
| YTD | +31.2% | -28.8% | +60.0% | +60.5% |
| 1Y | +25.9% | -47.9% | +73.8% | +101.1% |
| 3Y | +147.4% | -12.4% | +159.7% | +135.0% |
| All | +179.2% | -2.7% | +181.9% | +138.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling