+315.5%
UMAC vs ACM
-18.5%
+334.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.6% | -7.2% | -7.0% |
| 7D | -13.9% | +6.6% | -20.5% | -17.4% |
| 30D | -39.6% | +19.8% | -59.3% | -46.7% |
| 3M | -53.6% | -3.1% | -50.5% | -52.9% |
| 6M | -6.2% | -11.5% | +5.3% | +1.9% |
| YTD | -1.2% | -24.7% | +23.5% | +23.2% |
| 1Y | +9.7% | -45.1% | +54.7% | +98.2% |
| All | +315.5% | -18.5% | +334.0% | +270.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling