+96.6%
USB vs ACM
-10.4%
+107.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.9% | -1.0% | +0.9% |
| 7D | +2.4% | +9.5% | -7.1% | -0.8% |
| 30D | +6.6% | +14.7% | -8.2% | +1.5% |
| 3M | -4.1% | -9.5% | +5.4% | -1.0% |
| 6M | +12.5% | -18.0% | +30.5% | +20.6% |
| YTD | +17.6% | -27.3% | +44.9% | +32.1% |
| 1Y | +36.5% | -47.0% | +83.5% | +80.7% |
| All | +96.6% | -10.4% | +107.0% | +79.9% |
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