+296.4%
ARM vs UMC
+220.2%
+76.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +4.6% | -0.7% | +0.8% |
| 7D | +5.5% | +5.0% | +0.5% | +1.9% |
| 30D | -8.2% | +7.7% | -15.9% | -13.3% |
| 3M | -35.9% | +1.7% | -37.6% | -39.0% |
| 6M | +103.1% | +113.9% | -10.8% | +10.5% |
| YTD | +130.6% | +168.9% | -38.3% | -4.5% |
| 1Y | +86.1% | +207.2% | -121.1% | -33.2% |
| All | +296.4% | +220.2% | +76.3% | +37.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling