+139.7%
UMC vs ACGL
+33.3%
+106.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | +17.8% | -1.2% | +19.0% | +17.4% |
| 30D | -29.6% | +12.8% | -42.4% | -27.3% |
| 3M | -18.4% | +12.3% | -30.7% | -15.7% |
| 6M | -0.1% | +15.8% | -16.0% | +3.3% |
| YTD | +104.0% | +13.9% | +90.1% | +110.7% |
| 1Y | +121.5% | +19.0% | +102.5% | +128.4% |
| All | +139.7% | +33.3% | +106.4% | +159.9% |
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