+2.2%
ACHR vs UMAC
+473.8%
-471.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.5% | +4.9% | +2.9% |
| 7D | -2.3% | -3.4% | +1.1% | -1.6% |
| 30D | -11.3% | -15.1% | +3.8% | -9.5% |
| 3M | +5.3% | -10.8% | +16.1% | +5.0% |
| 6M | -13.2% | +15.7% | -28.9% | -23.0% |
| YTD | -25.8% | +80.1% | -105.9% | -40.9% |
| 1Y | -34.3% | +116.7% | -151.0% | -50.3% |
| All | +2.2% | +473.8% | -471.6% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 5y: compounded portfolio wealth divided by compounded UMAC 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…
5y analysis · Full analysis span regression · 6 months rolling