+1,842.6%
UMC vs AR
+41.9%
+1,800.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.9% | +4.2% | +2.5% |
| 7D | +9.0% | -2.5% | +11.5% | +9.3% |
| 30D | +17.2% | +2.5% | +14.7% | +16.9% |
| 3M | +11.4% | +12.3% | -0.9% | +9.9% |
| 6M | +137.5% | -3.1% | +140.6% | +137.2% |
| YTD | +193.1% | +11.5% | +181.6% | +187.9% |
| 1Y | +240.3% | +17.0% | +223.3% | +232.0% |
| 3Y | +262.2% | +47.3% | +214.9% | +241.4% |
| 5Y | +143.1% | +141.2% | +1.9% | +117.4% |
| All | +1,842.6% | +41.9% | +1,800.7% | +1,529.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling