+1,697.2%
ACN vs UMC
+497.5%
+1,199.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.6% | -7.9% | -4.2% |
| 7D | -1.5% | +5.0% | -6.5% | -2.6% |
| 30D | +9.4% | +7.7% | +1.7% | +7.5% |
| 3M | +5.6% | +1.7% | +4.0% | +1.6% |
| 6M | -9.3% | +113.9% | -123.2% | -27.0% |
| YTD | -29.0% | +168.9% | -197.9% | -46.5% |
| 1Y | -24.7% | +207.2% | -231.9% | -45.0% |
| 3Y | -39.8% | +227.7% | -267.5% | -57.5% |
| 5Y | -40.9% | +118.0% | -159.0% | -55.1% |
| 10Y | +91.1% | +1,682.1% | -1,591.0% | -16.3% |
| All | +1,697.2% | +497.5% | +1,199.7% | +608.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling