+236.1%
UMC vs ACGL
+5.7%
+230.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.6% | +4.4% |
| 7D | +13.6% | -2.1% | +15.7% | +11.7% |
| 30D | +20.8% | -2.2% | +22.9% | +18.8% |
| 3M | +16.1% | +6.3% | +9.8% | +19.8% |
| 6M | +137.3% | +0.5% | +136.8% | +139.8% |
| YTD | +193.8% | +0.2% | +193.5% | +195.6% |
| 1Y | +236.1% | +7.3% | +228.8% | +245.4% |
| All | +236.1% | +5.7% | +230.3% | +245.4% |
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