-15.9%
ACN vs UMC
+131.8%
-147.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.1% |
| 7D | -3.8% | +11.2% | -15.0% | -3.2% |
| 30D | +16.5% | -28.0% | +44.6% | +15.1% |
| 3M | +41.5% | -20.5% | +62.0% | +40.4% |
| 6M | +60.1% | -1.6% | +61.6% | +51.6% |
| YTD | -3.9% | +99.4% | -103.3% | -19.2% |
| 1Y | +4.1% | +120.4% | -116.3% | -14.4% |
| 3Y | -15.9% | +134.2% | -150.1% | -33.5% |
| All | -15.9% | +131.8% | -147.6% | -33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling