+207.2%
UMC vs AG
+125.2%
+82.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.0% | +6.5% | +4.9% |
| 7D | +5.0% | +1.0% | +3.9% | +4.7% |
| 30D | +7.7% | +19.2% | -11.5% | +3.8% |
| 3M | +1.7% | +6.2% | -4.5% | -0.8% |
| 6M | +113.9% | -26.7% | +140.6% | +118.0% |
| YTD | +168.9% | +26.1% | +142.8% | +155.5% |
| 1Y | +207.2% | +131.7% | +75.5% | +174.5% |
| All | +207.2% | +125.2% | +82.0% | +174.5% |
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