+1,846.9%
UMC vs ACM
+135.8%
+1,711.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.1% | +7.0% | +4.8% |
| 7D | +13.6% | -3.7% | +17.3% | +14.7% |
| 30D | +20.8% | -12.7% | +33.4% | +24.7% |
| 3M | +16.1% | -9.8% | +25.9% | +18.2% |
| 6M | +137.3% | -31.4% | +168.7% | +161.1% |
| YTD | +193.8% | -32.1% | +225.8% | +221.5% |
| 1Y | +236.1% | -47.8% | +283.9% | +298.5% |
| 3Y | +267.1% | -22.1% | +289.2% | +276.7% |
| 5Y | +145.3% | +1.8% | +143.5% | +131.8% |
| All | +1,846.9% | +135.8% | +1,711.1% | +1,468.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling