+702.6%
UMAC vs ACM
-26.5%
+729.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.1% | -3.3% | -4.2% |
| 7D | +3.3% | -3.7% | +6.9% | +6.2% |
| 30D | -10.4% | -12.7% | +2.3% | -1.9% |
| 3M | +1.8% | -9.8% | +11.6% | +6.9% |
| 6M | +40.7% | -31.4% | +72.1% | +93.1% |
| YTD | +90.9% | -32.1% | +123.0% | +156.5% |
| 1Y | +151.8% | -47.8% | +199.6% | +363.4% |
| All | +702.6% | -26.5% | +729.1% | +671.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling