+497.8%
UUUU vs ACM
+131.7%
+366.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.8% | -4.6% | -5.2% |
| 7D | -5.0% | -5.9% | +0.9% | -1.2% |
| 30D | -7.8% | -6.2% | -1.6% | -4.9% |
| 3M | -0.4% | -7.9% | +7.4% | +2.3% |
| 6M | -32.9% | -30.6% | -2.3% | -17.1% |
| YTD | -6.3% | -33.3% | +27.0% | +17.8% |
| 1Y | +7.9% | -49.2% | +57.1% | +62.4% |
| 3Y | +85.2% | -23.5% | +108.6% | +106.0% |
| 5Y | +97.0% | +0.9% | +96.0% | +88.1% |
| All | +497.8% | +131.7% | +366.2% | +282.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling