-24.7%
ACN vs UMC
+209.4%
-234.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.6% | -7.9% | -2.6% |
| 7D | -1.5% | +5.0% | -6.5% | -0.8% |
| 30D | +9.4% | +7.7% | +1.7% | +10.7% |
| 3M | +5.6% | +1.7% | +4.0% | +5.7% |
| 6M | -9.3% | +113.9% | -123.2% | -10.5% |
| YTD | -29.0% | +168.9% | -197.9% | -32.7% |
| 1Y | -24.7% | +207.2% | -231.9% | -31.7% |
| All | -24.7% | +209.4% | -234.1% | -31.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling