+207.2%
UMC vs ACM
-45.8%
+253.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.0% | +4.6% |
| 7D | +5.0% | -3.7% | +8.7% | +4.7% |
| 30D | +7.7% | -11.1% | +18.8% | +7.3% |
| 3M | +1.7% | -8.0% | +9.6% | +1.9% |
| 6M | +113.9% | -29.7% | +143.6% | +114.4% |
| YTD | +168.9% | -29.4% | +198.3% | +168.8% |
| 1Y | +207.2% | -46.4% | +253.6% | +216.1% |
| All | +207.2% | -45.8% | +253.0% | +216.1% |
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