+1,272.7%
UMC vs A
+302.9%
+969.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.5% |
| 7D | +11.2% | -0.5% | +11.6% | +11.4% |
| 30D | -28.0% | 0.0% | -28.0% | -27.8% |
| 3M | -20.5% | +16.7% | -37.2% | -25.7% |
| 6M | -1.6% | +54.8% | -56.4% | -19.4% |
| YTD | +99.4% | +28.8% | +70.6% | +76.0% |
| 1Y | +120.4% | +19.3% | +101.1% | +100.9% |
| 3Y | +134.2% | +65.5% | +68.7% | +74.6% |
| 5Y | +78.8% | +12.1% | +66.8% | +58.8% |
| All | +1,272.7% | +302.9% | +969.9% | +680.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling