+228.9%
ARM vs UMC
+107.6%
+121.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.5% | +1.2% | +2.3% |
| 7D | -15.2% | -17.0% | +1.7% | -3.5% |
| 30D | -40.7% | -40.6% | -0.1% | -14.7% |
| 3M | -39.1% | -27.9% | -11.2% | -23.5% |
| 6M | -26.4% | -7.5% | -19.0% | -25.8% |
| YTD | +59.7% | +79.3% | -19.6% | -10.2% |
| 1Y | +10.3% | +92.8% | -82.5% | -42.4% |
| 3Y | +228.9% | +108.2% | +120.7% | +64.4% |
| All | +228.9% | +107.6% | +121.2% | +64.4% |
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 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