+227.3%
UMC vs AHR
+356.1%
-128.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.2% | +2.3% |
| 7D | +9.0% | -2.1% | +11.1% | +8.9% |
| 30D | +17.2% | +1.9% | +15.4% | +17.3% |
| 3M | +11.4% | +15.7% | -4.3% | +10.3% |
| 6M | +137.5% | +2.5% | +135.0% | +137.1% |
| YTD | +193.1% | +15.0% | +178.1% | +189.4% |
| 1Y | +240.3% | +28.1% | +212.2% | +231.5% |
| All | +227.3% | +356.1% | -128.7% | +210.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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