-19.6%
UUUU vs ACM
-9.1%
-10.5%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.6% |
| 7D | -1.1% | +5.6% | -6.7% | -3.5% |
| 30D | -21.0% | +20.8% | -41.8% | -27.8% |
| 3M | -54.8% | +11.4% | -66.2% | -57.3% |
| 6M | -67.3% | +0.9% | -68.3% | -68.1% |
| YTD | -54.7% | -24.8% | -29.9% | -47.9% |
| 1Y | -57.4% | -46.4% | -11.0% | -40.1% |
| 3Y | -19.6% | -9.2% | -10.4% | -15.3% |
| All | -19.6% | -9.1% | -10.5% | -15.3% |
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 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