+272.3%
UMAC vs ACM
-18.6%
+290.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.6% | -5.2% | -5.0% |
| 7D | -5.2% | +5.6% | -10.8% | -8.6% |
| 30D | -36.4% | +20.8% | -57.2% | -44.3% |
| 3M | -58.6% | +11.4% | -70.0% | -62.1% |
| 6M | -24.6% | +0.9% | -25.6% | -27.9% |
| YTD | -11.5% | -24.8% | +13.4% | +10.5% |
| 1Y | +16.9% | -46.4% | +63.3% | +118.7% |
| All | +272.3% | -18.6% | +290.9% | +232.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling