+115.0%
UMC vs A
+24.4%
+90.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.0% | -2.2% |
| 7D | -14.7% | -2.4% | -12.3% | -14.5% |
| 30D | -32.9% | +3.6% | -36.4% | -32.9% |
| 3M | -22.2% | +27.5% | -49.6% | -24.0% |
| 6M | +25.9% | +58.5% | -32.6% | +17.8% |
| YTD | +107.9% | +31.2% | +76.7% | +96.8% |
| 1Y | +115.0% | +22.2% | +92.8% | +102.4% |
| All | +115.0% | +24.4% | +90.6% | +102.4% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 1y: compounded portfolio wealth divided by compounded A 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…
1y analysis · Full analysis span regression · 6 months rolling