+240.3%
UMC vs ACM
-48.8%
+289.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.3% | +2.4% |
| 7D | +9.0% | -4.6% | +13.6% | +8.7% |
| 30D | +17.2% | +4.1% | +13.2% | +17.6% |
| 3M | +11.4% | -8.3% | +19.7% | +11.1% |
| 6M | +137.5% | -30.1% | +167.6% | +137.9% |
| YTD | +193.1% | -32.6% | +225.7% | +192.5% |
| 1Y | +240.3% | -49.6% | +289.9% | +248.9% |
| All | +240.3% | -48.8% | +289.1% | +248.9% |
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