+34.3%
ARM vs UMC
+121.2%
-86.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -0.6% |
| 7D | +19.8% | +17.8% | +2.0% | +9.2% |
| 30D | -21.8% | -29.6% | +7.8% | -4.7% |
| 3M | -26.5% | -18.4% | -8.1% | -16.8% |
| 6M | -3.9% | -0.1% | -3.8% | -0.3% |
| YTD | +82.8% | +104.0% | -21.3% | +49.6% |
| 1Y | +34.3% | +121.5% | -87.2% | +1.4% |
| All | +34.3% | +121.2% | -86.9% | +1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling