+229.1%
UMC vs AA
+55.5%
+173.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.8% | +2.3% | -1.7% |
| 7D | +11.4% | -5.4% | +16.8% | +12.4% |
| 30D | +16.8% | -10.7% | +27.5% | +18.8% |
| 3M | +19.1% | -26.2% | +45.3% | +22.3% |
| 6M | +137.4% | -20.9% | +158.4% | +142.8% |
| YTD | +186.4% | -8.6% | +195.0% | +187.4% |
| 1Y | +229.1% | +57.4% | +171.7% | +220.9% |
| All | +229.1% | +55.5% | +173.5% | +220.9% |
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