-41.5%
ACHR vs UMC
+250.3%
-291.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.1% | -3.0% | -0.1% |
| 7D | +4.9% | +6.6% | -1.7% | +1.8% |
| 30D | +4.3% | +16.6% | -12.3% | -3.1% |
| 3M | +1.7% | +11.0% | -9.3% | -6.9% |
| 6M | -6.9% | +131.3% | -138.2% | -41.4% |
| YTD | -22.5% | +182.5% | -205.0% | -57.6% |
| 1Y | -31.5% | +222.3% | -253.8% | -65.1% |
| 3Y | -14.4% | +253.0% | -267.4% | -59.3% |
| 5Y | -41.6% | +141.8% | -183.5% | -70.7% |
| All | -41.5% | +250.3% | -291.9% | -72.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling