+263.0%
UMC vs AG
+278.6%
-15.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.1% | +1.9% | +3.7% |
| 7D | +13.6% | -0.1% | +13.7% | +13.6% |
| 30D | +20.8% | +12.5% | +8.3% | +18.4% |
| 3M | +16.1% | +28.2% | -12.0% | +11.4% |
| 6M | +137.3% | -18.8% | +156.1% | +139.4% |
| YTD | +193.8% | +27.4% | +166.4% | +180.1% |
| 1Y | +236.1% | +132.2% | +103.9% | +197.8% |
| All | +263.0% | +278.6% | -15.6% | +197.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling