+923.0%
UMC vs AG
+445.6%
+477.3%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.6% |
| 3M | +1.7% | +6.2% | -4.5% | +0.1% |
| 6M | +113.9% | -26.7% | +140.6% | +120.6% |
| YTD | +168.9% | +26.1% | +142.8% | +154.5% |
| 1Y | +207.2% | +131.7% | +75.5% | +163.8% |
| 3Y | +227.7% | +255.3% | -27.7% | +152.2% |
| 5Y | +118.0% | +61.9% | +56.1% | +81.3% |
| 10Y | +1,682.1% | +72.0% | +1,610.1% | +1,190.9% |
| All | +923.0% | +445.6% | +477.3% | +201.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling