+115.0%
UMC vs AA
+13.9%
+101.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.8% | -4.8% | -2.6% |
| 7D | -14.7% | +0.9% | -15.6% | -14.8% |
| 30D | -32.9% | -6.4% | -26.4% | -32.1% |
| 3M | -22.2% | -13.0% | -9.2% | -20.5% |
| 6M | +25.9% | -34.6% | +60.5% | +33.6% |
| YTD | +107.9% | -23.0% | +131.0% | +116.5% |
| 1Y | +115.0% | +16.0% | +99.0% | +116.6% |
| All | +115.0% | +13.9% | +101.1% | +116.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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