+145.3%
UMC vs AG
+69.4%
+75.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +18.2% |
| 3M | +16.1% | +28.2% | -12.0% | +10.9% |
| 6M | +137.3% | -18.8% | +156.1% | +140.7% |
| YTD | +193.8% | +27.4% | +166.4% | +176.8% |
| 1Y | +236.1% | +132.2% | +103.9% | +187.2% |
| 3Y | +267.1% | +286.9% | -19.8% | +173.9% |
| 5Y | +145.3% | +72.8% | +72.5% | +99.2% |
| All | +145.3% | +69.4% | +75.9% | +99.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling