+115.0%
UMC vs ACGL
+28.7%
+86.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.7% | -4.8% | +0.8% |
| 7D | -14.7% | +8.0% | -22.6% | -6.9% |
| 30D | -32.9% | +17.3% | -50.2% | -19.7% |
| 3M | -22.2% | +11.2% | -33.4% | -11.5% |
| 6M | +25.9% | +18.2% | +7.7% | +51.5% |
| YTD | +107.9% | +15.4% | +92.5% | +143.8% |
| 1Y | +115.0% | +26.5% | +88.5% | +174.3% |
| All | +115.0% | +28.7% | +86.3% | +174.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 1y: compounded portfolio wealth divided by compounded ACGL 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…
1y analysis · Full analysis span regression · 6 months rolling