+887.2%
ASX vs UMC
+1,204.4%
-317.2%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.0% | +2.3% | +2.7% |
| 7D | -9.1% | -8.3% | -0.8% | -3.6% |
| 30D | -23.6% | -34.5% | +10.9% | -2.3% |
| 3M | -5.6% | -20.0% | +14.3% | +7.9% |
| 6M | +4.7% | -0.7% | +5.4% | +6.5% |
| YTD | +122.6% | +94.7% | +27.9% | +52.3% |
| 1Y | +133.0% | +106.0% | +27.0% | +54.4% |
| 3Y | +367.1% | +124.3% | +242.9% | +194.5% |
| 5Y | +504.7% | +78.0% | +426.8% | +319.9% |
| 10Y | +887.2% | +1,225.9% | -338.7% | +190.6% |
| All | +887.2% | +1,204.4% | -317.2% | +190.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling