+3,552.3%
ASX vs UMC
+305.0%
+3,247.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.6% | -4.4% | -2.0% |
| 7D | -0.7% | +5.0% | -5.7% | -3.1% |
| 30D | +2.0% | +7.7% | -5.7% | -1.9% |
| 3M | -1.3% | +1.7% | -3.0% | -2.3% |
| 6M | +71.4% | +113.9% | -42.5% | +16.3% |
| YTD | +135.3% | +168.9% | -33.6% | +39.2% |
| 1Y | +267.5% | +207.2% | +60.3% | +103.6% |
| 3Y | +388.5% | +227.7% | +160.8% | +161.7% |
| 5Y | +417.1% | +118.0% | +299.0% | +237.6% |
| 10Y | +872.7% | +1,682.1% | -809.4% | +111.6% |
| All | +3,552.3% | +305.0% | +3,247.3% | +830.9% |
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 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