-48.0%
ACN vs UMAC
+473.8%
-521.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.5% | +5.8% | +3.4% |
| 7D | -1.5% | -3.4% | +1.9% | -1.5% |
| 30D | +2.1% | -15.1% | +17.2% | +2.1% |
| 3M | +11.1% | -10.8% | +21.9% | +11.3% |
| 6M | -6.8% | +15.7% | -22.5% | -7.1% |
| YTD | -30.0% | +80.1% | -110.2% | -30.7% |
| 1Y | -23.1% | +116.7% | -139.8% | -24.2% |
| All | -48.0% | +473.8% | -521.8% | -51.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling