+115.0%
UMC vs AJG
+19.3%
+95.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.5% | -7.5% | +2.0% |
| 7D | -14.7% | +10.7% | -25.4% | -7.6% |
| 30D | -32.9% | +26.9% | -59.8% | -19.4% |
| 3M | -22.2% | +16.6% | -38.7% | -11.0% |
| 6M | +25.9% | +40.1% | -14.2% | +60.2% |
| YTD | +107.9% | +12.4% | +95.5% | +137.3% |
| 1Y | +115.0% | +15.9% | +99.1% | +148.8% |
| All | +115.0% | +19.3% | +95.7% | +148.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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