+1,272.7%
UMC vs AG
+76.0%
+1,196.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.1% | -2.0% |
| 7D | +11.2% | -10.0% | +21.2% | +12.7% |
| 30D | -28.0% | -10.5% | -17.5% | -27.0% |
| 3M | -20.5% | -27.3% | +6.7% | -17.6% |
| 6M | -1.6% | -43.0% | +41.4% | +4.5% |
| YTD | +99.4% | -17.9% | +117.3% | +101.2% |
| 1Y | +120.4% | +11.9% | +108.5% | +114.2% |
| 3Y | +134.2% | +201.8% | -67.6% | +96.5% |
| 5Y | +78.8% | -0.1% | +78.9% | +62.9% |
| All | +1,272.7% | +76.0% | +1,196.7% | +1,047.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling