+120.4%
UMC vs AA
-0.3%
+120.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -1.9% |
| 7D | +11.2% | +0.5% | +10.7% | +11.1% |
| 30D | -28.0% | -0.6% | -27.4% | -27.7% |
| 3M | -20.5% | -19.7% | -0.9% | -17.1% |
| 6M | -1.6% | -41.6% | +40.0% | +6.4% |
| YTD | +99.4% | -24.6% | +124.0% | +109.2% |
| 1Y | +120.4% | +4.9% | +115.5% | +124.2% |
| All | +120.4% | -0.3% | +120.7% | +124.2% |
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