-21.8%
ACHR vs UMC
+252.9%
-274.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | 0.0% |
| 7D | -5.4% | +11.4% | -16.8% | -9.2% |
| 30D | -19.7% | +16.8% | -36.5% | -24.6% |
| 3M | +7.9% | +19.1% | -11.2% | -3.1% |
| 6M | -13.8% | +137.4% | -151.2% | -43.1% |
| YTD | -27.5% | +186.4% | -213.9% | -58.5% |
| 1Y | -33.9% | +229.1% | -263.0% | -65.2% |
| All | -21.8% | +252.9% | -274.7% | -63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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