+145.3%
UMC vs ACM
+2.7%
+142.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.1% | +7.0% | +4.9% |
| 7D | +13.6% | -3.7% | +17.3% | +14.8% |
| 30D | +20.8% | -12.7% | +33.4% | +25.2% |
| 3M | +16.1% | -9.8% | +25.9% | +18.4% |
| 6M | +137.3% | -31.4% | +168.7% | +167.3% |
| YTD | +193.8% | -32.1% | +225.8% | +227.7% |
| 1Y | +236.1% | -47.8% | +283.9% | +320.2% |
| 3Y | +267.1% | -22.1% | +289.2% | +259.6% |
| 5Y | +145.3% | +1.8% | +143.5% | +106.3% |
| All | +145.3% | +2.7% | +142.5% | +106.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling