+207.2%
UMC vs AGI
+17.6%
+189.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.9% | +6.5% | +4.9% |
| 7D | +5.0% | +0.6% | +4.4% | +4.8% |
| 30D | +7.7% | +18.2% | -10.6% | +4.3% |
| 3M | +1.7% | -4.1% | +5.8% | +2.4% |
| 6M | +113.9% | -28.7% | +142.6% | +129.3% |
| YTD | +168.9% | -4.0% | +172.9% | +170.2% |
| 1Y | +207.2% | +17.4% | +189.8% | +187.7% |
| All | +207.2% | +17.6% | +189.6% | +187.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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