+367.1%
ASX vs UMC
+129.7%
+237.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.0% | +2.3% | +2.6% |
| 7D | -9.1% | -8.3% | -0.8% | -3.1% |
| 30D | -23.6% | -34.5% | +10.9% | -0.5% |
| 3M | -5.6% | -20.0% | +14.3% | +9.1% |
| 6M | +4.7% | -0.7% | +5.4% | +8.3% |
| YTD | +122.6% | +94.7% | +27.9% | +49.1% |
| 1Y | +133.0% | +106.0% | +27.0% | +49.6% |
| 3Y | +367.1% | +124.3% | +242.9% | +180.9% |
| All | +367.1% | +129.7% | +237.5% | +180.9% |
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