+27.4%
USFR vs ACM
+145.8%
-118.4%
-2.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +0.1% | -3.7% | +3.8% | +0.1% |
| 30D | +0.3% | -11.1% | +11.4% | +0.3% |
| 3M | +1.0% | -8.0% | +9.0% | +1.0% |
| 6M | +1.9% | -29.7% | +31.6% | +2.0% |
| YTD | +2.6% | -29.4% | +32.0% | +2.6% |
| 1Y | +4.0% | -46.4% | +50.4% | +4.0% |
| 3Y | +14.1% | -22.3% | +36.5% | +14.1% |
| 5Y | +20.4% | +4.5% | +15.9% | +20.4% |
| 10Y | +28.0% | +127.6% | -99.6% | +27.8% |
| All | +27.4% | +145.8% | -118.4% | +27.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling