+240.3%
UMC vs AG
+110.7%
+129.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.9% | +5.3% | +2.9% |
| 7D | +9.0% | -6.7% | +15.7% | +10.3% |
| 30D | +17.2% | +2.2% | +15.1% | +16.2% |
| 3M | +11.4% | +15.7% | -4.3% | +7.2% |
| 6M | +137.5% | -23.8% | +161.3% | +141.7% |
| YTD | +193.1% | +17.6% | +175.5% | +180.5% |
| 1Y | +240.3% | +88.6% | +151.7% | +198.9% |
| All | +240.3% | +110.7% | +129.6% | +198.9% |
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