+1,341.4%
UMC vs ACGL
+329.5%
+1,011.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | 0.0% | +6.9% | +6.9% |
| 7D | +0.1% | -1.4% | +1.5% | +0.4% |
| 30D | -28.7% | +12.4% | -41.1% | -30.4% |
| 3M | -15.1% | +11.1% | -26.2% | -17.1% |
| 6M | +5.0% | +16.3% | -11.4% | +0.5% |
| YTD | +108.2% | +13.8% | +94.4% | +99.6% |
| 1Y | +121.7% | +20.4% | +101.3% | +109.3% |
| 3Y | +139.8% | +33.6% | +106.2% | +115.4% |
| 5Y | +85.1% | +176.8% | -91.7% | +30.2% |
| 10Y | +1,341.4% | +324.6% | +1,016.8% | +776.7% |
| All | +1,341.4% | +329.5% | +1,011.9% | +776.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling