+477.7%
ASX vs UMC
+139.4%
+338.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +5.1% | +1.0% | +2.8% |
| 7D | +6.3% | +6.6% | -0.3% | +1.9% |
| 30D | +6.4% | +16.6% | -10.1% | -3.9% |
| 3M | +13.1% | +11.0% | +2.1% | +4.3% |
| 6M | +90.3% | +131.3% | -41.0% | +5.8% |
| YTD | +149.6% | +182.5% | -32.9% | +14.1% |
| 1Y | +249.2% | +222.3% | +26.9% | +43.7% |
| 3Y | +445.9% | +253.0% | +192.9% | +104.3% |
| 5Y | +477.7% | +141.8% | +335.9% | +186.6% |
| All | +477.7% | +139.4% | +338.3% | +186.6% |
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 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