+692.9%
UMC vs ACM
+252.1%
+440.8%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.8% | -2.5% |
| 7D | +11.2% | +5.6% | +5.6% | +8.8% |
| 30D | -28.0% | +20.8% | -48.9% | -33.5% |
| 3M | -20.5% | +11.4% | -31.9% | -24.5% |
| 6M | -1.6% | +0.9% | -2.5% | -4.0% |
| YTD | +99.4% | -24.8% | +124.2% | +116.3% |
| 1Y | +120.4% | -46.4% | +166.8% | +175.6% |
| 3Y | +134.2% | -9.2% | +143.5% | +128.0% |
| 5Y | +78.8% | +5.0% | +73.9% | +62.2% |
| 10Y | +1,280.4% | +130.6% | +1,149.8% | +682.8% |
| All | +692.9% | +252.1% | +440.8% | +164.7% |
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