+969.5%
UMC vs ACM
+230.8%
+738.7%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.0% | +4.7% |
| 7D | +5.0% | -3.7% | +8.7% | +6.6% |
| 30D | +7.7% | -11.1% | +18.8% | +12.0% |
| 3M | +1.7% | -8.0% | +9.6% | +3.5% |
| 6M | +113.9% | -29.7% | +143.6% | +142.3% |
| YTD | +168.9% | -29.4% | +198.3% | +200.4% |
| 1Y | +207.2% | -46.4% | +253.6% | +284.2% |
| 3Y | +227.7% | -22.3% | +250.0% | +241.7% |
| 5Y | +118.0% | +4.5% | +113.6% | +97.8% |
| 10Y | +1,682.1% | +127.6% | +1,554.5% | +905.1% |
| All | +969.5% | +230.8% | +738.7% | +267.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling