+676.6%
UMAC vs ACM
-27.8%
+704.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.5% | -2.0% |
| 7D | -4.0% | -5.9% | +1.9% | +0.4% |
| 30D | -9.4% | -6.2% | -3.2% | -6.5% |
| 3M | +3.0% | -7.9% | +10.9% | +5.7% |
| 6M | +27.2% | -30.6% | +57.8% | +72.0% |
| YTD | +84.7% | -33.3% | +118.0% | +151.5% |
| 1Y | +136.5% | -49.2% | +185.7% | +346.2% |
| All | +676.6% | -27.8% | +704.3% | +656.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ACM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling