+757.4%
UMAC vs ACM
-24.2%
+781.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -0.8% | +10.2% | +9.9% |
| 7D | +14.7% | -0.3% | +15.0% | +14.9% |
| 30D | -0.5% | -12.9% | +12.4% | +9.3% |
| 3M | +0.5% | -6.4% | +6.9% | +2.5% |
| 6M | +57.9% | -29.2% | +87.2% | +111.6% |
| YTD | +103.9% | -29.9% | +133.9% | +167.7% |
| 1Y | +159.3% | -47.3% | +206.5% | +378.9% |
| All | +757.4% | -24.2% | +781.6% | +704.6% |
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