+34.0%
USB vs ACM
-45.8%
+79.8%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +1.4% | -3.7% | +5.2% | +1.9% |
| 30D | -1.3% | -11.1% | +9.8% | +0.3% |
| 3M | +15.2% | -8.0% | +23.2% | +16.3% |
| 6M | +18.8% | -29.7% | +48.5% | +25.4% |
| YTD | +21.0% | -29.4% | +50.4% | +28.3% |
| 1Y | +34.0% | -46.4% | +80.4% | +43.3% |
| All | +34.0% | -45.8% | +79.8% | +43.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling