+445.9%
ASX vs UMC
+252.5%
+193.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +5.1% | +1.0% | +3.2% |
| 7D | +6.3% | +6.6% | -0.3% | +2.4% |
| 30D | +6.4% | +16.6% | -10.1% | -2.7% |
| 3M | +13.1% | +11.0% | +2.1% | +6.2% |
| 6M | +90.3% | +131.3% | -41.0% | +19.3% |
| YTD | +149.6% | +182.5% | -32.9% | +31.4% |
| 1Y | +249.2% | +222.3% | +26.9% | +66.6% |
| 3Y | +445.9% | +253.0% | +192.9% | +138.2% |
| All | +445.9% | +252.5% | +193.4% | +138.2% |
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