+236.5%
UMC vs ACGL
+35.2%
+201.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.7% | +6.3% | +4.3% |
| 7D | +5.0% | -0.7% | +5.7% | +4.8% |
| 30D | +7.7% | -1.0% | +8.7% | +7.5% |
| 3M | +1.7% | +11.0% | -9.4% | +2.1% |
| 6M | +113.9% | -0.3% | +114.2% | +114.6% |
| YTD | +168.9% | +2.3% | +166.6% | +169.2% |
| 1Y | +207.2% | +6.4% | +200.8% | +207.1% |
| All | +236.5% | +35.2% | +201.4% | +233.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling