+1,798.0%
UMC vs ACM
+131.7%
+1,666.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -2.0% |
| 7D | +11.4% | -5.9% | +17.3% | +13.2% |
| 30D | +16.8% | -6.2% | +23.0% | +18.3% |
| 3M | +19.1% | -7.9% | +27.0% | +20.4% |
| 6M | +137.4% | -30.6% | +168.0% | +160.2% |
| YTD | +186.4% | -33.3% | +219.7% | +215.0% |
| 1Y | +229.1% | -49.2% | +278.3% | +293.3% |
| 3Y | +257.9% | -23.5% | +281.3% | +269.0% |
| 5Y | +137.5% | +0.9% | +136.6% | +125.1% |
| All | +1,798.0% | +131.7% | +1,666.3% | +1,436.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling