+115.0%
UMC vs ACM
-46.6%
+161.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.9% | -5.0% | -1.7% |
| 7D | -14.7% | +9.5% | -24.2% | -13.8% |
| 30D | -32.9% | +14.7% | -47.6% | -31.8% |
| 3M | -22.2% | -9.5% | -12.7% | -22.3% |
| 6M | +25.9% | -18.0% | +44.0% | +26.4% |
| YTD | +107.9% | -27.3% | +135.2% | +107.3% |
| 1Y | +115.0% | -47.0% | +162.0% | +110.6% |
| All | +115.0% | -46.6% | +161.6% | +110.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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