+203.4%
URI vs ACM
+5.0%
+198.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.9% |
| 7D | -2.0% | -3.7% | +1.8% | +0.6% |
| 30D | -12.9% | -11.1% | -1.8% | -6.7% |
| 3M | -6.7% | -8.0% | +1.3% | -3.1% |
| 6M | +19.0% | -29.7% | +48.7% | +49.8% |
| YTD | +25.5% | -29.4% | +54.9% | +54.5% |
| 1Y | +5.5% | -46.4% | +52.0% | +62.4% |
| 3Y | +111.3% | -22.3% | +133.7% | +128.0% |
| All | +203.4% | +5.0% | +198.4% | +155.0% |
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 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