+311.3%
ARM vs UMC
+236.4%
+74.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.1% | -1.3% | +0.3% |
| 7D | +11.4% | +6.6% | +4.8% | +6.6% |
| 30D | -7.4% | +16.6% | -24.0% | -17.2% |
| 3M | -24.5% | +11.0% | -35.5% | -32.7% |
| 6M | +128.7% | +131.3% | -2.6% | +17.6% |
| YTD | +139.3% | +182.5% | -43.2% | -4.1% |
| 1Y | +88.0% | +222.3% | -134.3% | -34.6% |
| All | +311.3% | +236.4% | +74.9% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 10y: compounded portfolio wealth divided by compounded UMC 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…
10y analysis · Full analysis span regression · 6 months rolling