+263.0%
UMC vs AA
+82.1%
+180.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.0% | +5.9% | +4.3% |
| 7D | +13.6% | -0.6% | +14.2% | +13.7% |
| 30D | +20.8% | -1.6% | +22.3% | +20.9% |
| 3M | +16.1% | -29.8% | +45.9% | +22.6% |
| 6M | +137.3% | -16.6% | +153.9% | +142.0% |
| YTD | +193.8% | -4.0% | +197.8% | +190.6% |
| 1Y | +236.1% | +63.5% | +172.6% | +199.1% |
| All | +263.0% | +82.1% | +180.9% | +204.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling