+141.8%
UMC vs AR
+140.6%
+1.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.8% | +5.9% | +5.2% |
| 7D | +6.6% | -1.8% | +8.4% | +6.9% |
| 30D | +16.6% | +12.6% | +4.0% | +14.3% |
| 3M | +11.0% | +10.0% | +1.0% | +9.0% |
| 6M | +131.3% | +0.6% | +130.6% | +129.5% |
| YTD | +182.5% | +13.4% | +169.1% | +173.6% |
| 1Y | +222.3% | +21.7% | +200.6% | +207.3% |
| 3Y | +253.0% | +45.8% | +207.2% | +220.2% |
| 5Y | +141.8% | +144.3% | -2.4% | +115.4% |
| All | +141.8% | +140.6% | +1.2% | +115.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling