+240.3%
UMC vs A
+18.0%
+222.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.7% | -0.3% | +2.2% |
| 7D | +9.0% | -2.6% | +11.6% | +9.1% |
| 30D | +17.2% | -0.9% | +18.1% | +17.0% |
| 3M | +11.4% | +13.6% | -2.2% | +8.8% |
| 6M | +137.5% | +27.8% | +109.7% | +127.8% |
| YTD | +193.1% | +8.6% | +184.5% | +182.4% |
| 1Y | +240.3% | +16.9% | +223.4% | +232.0% |
| All | +240.3% | +18.0% | +222.3% | +232.0% |
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 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