+199.3%
URI vs ACM
+3.6%
+195.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +5.2% | +1.7% | +3.4% |
| 7D | -4.0% | +6.9% | -10.9% | -8.2% |
| 30D | +6.8% | +19.1% | -12.3% | -5.0% |
| 3M | -2.8% | -6.9% | +4.1% | +0.9% |
| 6M | +20.9% | -12.0% | +32.9% | +28.6% |
| YTD | +40.2% | -25.1% | +65.4% | +65.9% |
| 1Y | +34.1% | -45.4% | +79.5% | +108.1% |
| 3Y | +164.1% | -6.9% | +171.0% | +140.4% |
| 5Y | +199.3% | +3.7% | +195.6% | +148.2% |
| All | +199.3% | +3.6% | +195.8% | +148.2% |
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 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