-41.7%
ACHR vs UMC
+143.5%
-185.2%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.4% | 0.0% | +1.2% |
| 7D | -2.3% | +9.0% | -11.3% | -6.6% |
| 30D | -11.3% | +17.2% | -28.5% | -18.7% |
| 3M | +5.3% | +11.4% | -6.1% | -5.5% |
| 6M | -13.2% | +137.5% | -150.7% | -51.1% |
| YTD | -25.8% | +193.1% | -218.9% | -65.4% |
| 1Y | -34.3% | +240.3% | -274.6% | -72.3% |
| 3Y | -19.9% | +262.2% | -282.1% | -69.3% |
| All | -41.7% | +143.5% | -185.2% | -75.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling