+115.0%
UMC vs AG
+29.4%
+85.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +9.1% | -11.2% | -3.9% |
| 7D | -14.7% | -2.6% | -12.1% | -14.2% |
| 30D | -32.9% | -12.1% | -20.8% | -31.2% |
| 3M | -22.2% | -6.6% | -15.6% | -21.8% |
| 6M | +25.9% | -20.5% | +46.4% | +28.6% |
| YTD | +107.9% | -7.4% | +115.4% | +113.1% |
| 1Y | +115.0% | +33.4% | +81.6% | +113.3% |
| All | +115.0% | +29.4% | +85.7% | +113.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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