+268.6%
ARM vs UMC
+131.8%
+136.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.3% | -2.3% | -3.0% |
| 7D | +9.1% | +11.2% | -2.1% | +1.6% |
| 30D | -19.9% | -28.0% | +8.1% | +0.9% |
| 3M | -31.6% | -20.5% | -11.1% | -19.5% |
| 6M | -13.9% | -1.6% | -12.3% | -16.4% |
| YTD | +74.3% | +99.4% | -25.1% | -8.8% |
| 1Y | +35.8% | +120.4% | -84.6% | -35.8% |
| 3Y | +268.6% | +134.2% | +134.4% | +71.3% |
| All | +268.6% | +131.8% | +136.8% | +71.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling