+674.4%
UMC vs ACM
+252.7%
+421.7%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.8% |
| 7D | -8.3% | +6.6% | -14.9% | -10.5% |
| 30D | -34.5% | +19.8% | -54.3% | -39.2% |
| 3M | -20.0% | -3.1% | -16.8% | -19.8% |
| 6M | -0.7% | -11.5% | +10.8% | +1.8% |
| YTD | +94.7% | -24.7% | +119.4% | +111.2% |
| 1Y | +106.0% | -45.1% | +151.0% | +154.7% |
| 3Y | +124.3% | -8.9% | +133.2% | +118.0% |
| 5Y | +78.0% | +5.4% | +72.6% | +61.1% |
| 10Y | +1,225.9% | +131.1% | +1,094.8% | +651.4% |
| All | +674.4% | +252.7% | +421.7% | +158.4% |
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