+1,100.9%
UMC vs AR
-33.4%
+1,134.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +3.6% |
| 7D | -17.0% | -14.3% | -2.7% | -15.7% |
| 30D | -40.6% | +1.4% | -42.0% | -40.7% |
| 3M | -27.9% | +3.4% | -31.2% | -28.3% |
| 6M | -7.5% | -2.1% | -5.4% | -7.7% |
| YTD | +79.3% | +4.7% | +74.6% | +76.9% |
| 1Y | +92.8% | +10.6% | +82.2% | +89.0% |
| 3Y | +108.2% | +24.6% | +83.6% | +99.3% |
| 5Y | +68.4% | +71.9% | -3.4% | +54.7% |
| 10Y | +1,107.7% | +46.4% | +1,061.4% | +934.4% |
| All | +1,100.9% | -33.4% | +1,134.3% | +1,002.7% |
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