+17.2%
ARM vs UMC
+106.0%
-88.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.6% | -3.2% |
| 7D | -10.4% | -8.3% | -2.1% | -5.8% |
| 30D | -31.8% | -34.5% | +2.7% | -13.6% |
| 3M | -32.2% | -20.0% | -12.3% | -22.4% |
| 6M | -14.9% | -0.7% | -14.2% | -11.0% |
| YTD | +66.0% | +94.7% | -28.7% | +38.9% |
| 1Y | +17.2% | +106.0% | -88.8% | -7.0% |
| All | +17.2% | +106.0% | -88.8% | -7.0% |
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 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