-91.2%
UUUU vs ACM
+230.8%
-322.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | -1.4% | -3.7% | +2.4% | +0.7% |
| 30D | +16.3% | -11.1% | +27.4% | +22.6% |
| 3M | -16.7% | -8.0% | -8.7% | -14.3% |
| 6M | -33.7% | -29.7% | -4.0% | -21.0% |
| YTD | -0.5% | -29.4% | +28.9% | +17.4% |
| 1Y | +28.9% | -46.4% | +75.3% | +77.1% |
| 3Y | +99.9% | -22.3% | +122.2% | +119.8% |
| 5Y | +135.3% | +4.5% | +130.8% | +126.2% |
| 10Y | +518.4% | +127.6% | +390.7% | +277.6% |
| All | -91.2% | +230.8% | -322.0% | -94.8% |
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