+7.9%
UUUU vs ACM
-48.9%
+56.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.8% | -4.6% | -5.7% |
| 7D | -5.0% | -5.9% | +0.9% | -3.1% |
| 30D | -7.8% | -6.2% | -1.6% | -6.2% |
| 3M | -0.4% | -7.9% | +7.4% | +0.8% |
| 6M | -32.9% | -30.6% | -2.3% | -20.9% |
| YTD | -6.3% | -33.3% | +27.0% | +11.8% |
| 1Y | +7.9% | -49.2% | +57.1% | +46.3% |
| All | +7.9% | -48.9% | +56.8% | +46.3% |
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