+11.9%
ACN vs UMC
+112.5%
-100.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.1% | +5.9% | +3.4% |
| 7D | +8.6% | -14.7% | +23.2% | +5.6% |
| 30D | +36.6% | -32.9% | +69.4% | +28.1% |
| 3M | +56.3% | -22.2% | +78.5% | +51.2% |
| 6M | +49.7% | +25.9% | +23.8% | +45.2% |
| YTD | +1.3% | +107.9% | -106.6% | -1.7% |
| 1Y | +11.9% | +115.0% | -103.1% | +7.3% |
| All | +11.9% | +112.5% | -100.6% | +7.3% |
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