+1,204.1%
UMC vs AR
-30.5%
+1,234.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +4.3% | +4.3% | +8.2% |
| 7D | -8.3% | -5.8% | -2.5% | -7.7% |
| 30D | -34.5% | +4.8% | -39.3% | -34.8% |
| 3M | -20.0% | +1.5% | -21.5% | -20.3% |
| 6M | -0.7% | +4.7% | -5.5% | -1.7% |
| YTD | +94.7% | +9.2% | +85.5% | +91.4% |
| 1Y | +106.0% | +11.2% | +94.8% | +101.9% |
| 3Y | +124.3% | +46.2% | +78.0% | +111.5% |
| 5Y | +78.0% | +98.1% | -20.1% | +61.5% |
| 10Y | +1,225.9% | +54.5% | +1,171.4% | +1,029.9% |
| All | +1,204.1% | -30.5% | +1,234.6% | +1,092.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling