-50.3%
ACN vs UMAC
+508.0%
-558.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.4% | +4.6% | -1.8% |
| 7D | -6.3% | +3.3% | -9.6% | -6.3% |
| 30D | -1.4% | -10.4% | +9.0% | -1.4% |
| 3M | +2.6% | +1.8% | +0.8% | +2.6% |
| 6M | -14.3% | +40.7% | -55.0% | -14.7% |
| YTD | -33.1% | +90.9% | -124.0% | -33.8% |
| 1Y | -28.8% | +151.8% | -180.6% | -29.8% |
| All | -50.3% | +508.0% | -558.3% | -53.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling