-43.5%
ACN vs UMC
+134.9%
-178.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.7% | +1.5% |
| 7D | -7.9% | +11.4% | -19.3% | -9.1% |
| 30D | -1.1% | +16.8% | -17.9% | -3.1% |
| 3M | +5.6% | +19.1% | -13.5% | -1.2% |
| 6M | -9.9% | +137.4% | -147.4% | -30.1% |
| YTD | -32.3% | +186.4% | -218.7% | -51.5% |
| 1Y | -25.3% | +229.1% | -254.4% | -49.0% |
| 3Y | -42.3% | +257.9% | -300.2% | -63.1% |
| 5Y | -43.5% | +137.5% | -181.0% | -61.7% |
| All | -43.5% | +134.9% | -178.3% | -61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling