+94.5%
UUUU vs ACM
-22.3%
+116.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | +0.9% |
| 7D | +1.8% | -3.7% | +5.5% | +3.5% |
| 30D | +1.8% | -12.7% | +14.5% | +7.3% |
| 3M | +1.3% | -9.8% | +11.0% | +4.5% |
| 6M | -26.8% | -31.4% | +4.6% | -12.2% |
| YTD | +0.1% | -32.1% | +32.2% | +19.7% |
| 1Y | +11.2% | -47.8% | +59.0% | +52.7% |
| All | +94.5% | -22.3% | +116.8% | +122.5% |
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 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