+144.1%
UMC vs AGI
+400.3%
-256.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.6% | +2.2% |
| 7D | +9.0% | -2.7% | +11.7% | +9.5% |
| 30D | +17.2% | +7.2% | +10.0% | +15.5% |
| 3M | +11.4% | +4.3% | +7.1% | +9.4% |
| 6M | +137.5% | -27.1% | +164.6% | +149.5% |
| YTD | +193.1% | -6.6% | +199.7% | +192.4% |
| 1Y | +240.3% | +9.5% | +230.8% | +227.8% |
| 3Y | +262.2% | +208.4% | +53.7% | +177.0% |
| All | +144.1% | +400.3% | -256.2% | +73.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling