+174.6%
ARM vs UMC
+113.5%
+61.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.5% | +1.2% | +2.2% |
| 7D | -15.2% | -17.0% | +1.7% | -3.4% |
| 30D | -40.7% | -40.6% | -0.1% | -14.3% |
| 3M | -39.1% | -27.9% | -11.2% | -23.3% |
| 6M | -26.4% | -7.5% | -19.0% | -26.0% |
| YTD | +59.7% | +79.3% | -19.6% | -11.5% |
| 1Y | +10.3% | +92.8% | -82.5% | -43.3% |
| 3Y | +228.9% | +108.2% | +120.7% | +58.5% |
| All | +174.6% | +113.5% | +61.1% | +27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling