+3,582.5%
ASX vs UMC
+213.6%
+3,368.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +6.9% | -0.3% | +3.1% |
| 7D | +0.8% | +0.1% | +0.7% | +1.9% |
| 30D | -20.4% | -28.7% | +8.3% | -4.5% |
| 3M | -2.1% | -15.1% | +13.0% | +7.4% |
| 6M | +8.2% | +5.0% | +3.3% | +6.6% |
| YTD | +137.3% | +108.2% | +29.1% | +61.6% |
| 1Y | +155.0% | +121.7% | +33.3% | +68.1% |
| 3Y | +397.9% | +139.8% | +258.2% | +215.4% |
| 5Y | +529.2% | +85.1% | +444.1% | +352.6% |
| 10Y | +1,007.5% | +1,341.4% | -333.9% | +171.7% |
| All | +3,582.5% | +213.6% | +3,368.9% | +980.0% |
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