+290.4%
UMAC vs ACM
-19.1%
+309.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.2% | -6.3% | -6.3% |
| 7D | +10.1% | +5.1% | +5.1% | +6.7% |
| 30D | -39.1% | +18.7% | -57.8% | -46.0% |
| 3M | -56.2% | +15.5% | -71.7% | -61.1% |
| 6M | -16.2% | +1.2% | -17.4% | -20.2% |
| YTD | -7.1% | -25.2% | +18.1% | +16.4% |
| 1Y | +10.3% | -46.3% | +56.5% | +104.7% |
| All | +290.4% | -19.1% | +309.5% | +249.9% |
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