+128.8%
UMC vs ACM
-8.9%
+137.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.9% |
| 7D | -8.3% | +6.6% | -14.9% | -8.9% |
| 30D | -34.5% | +19.8% | -54.3% | -35.8% |
| 3M | -20.0% | -3.1% | -16.8% | -19.5% |
| 6M | -0.7% | -11.5% | +10.8% | +1.3% |
| YTD | +94.7% | -24.7% | +119.4% | +104.1% |
| 1Y | +106.0% | -45.1% | +151.0% | +139.2% |
| All | +128.8% | -8.9% | +137.7% | +115.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling