+1,842.6%
UMC vs ARWR
+1,081.9%
+760.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.2% | +2.3% |
| 7D | +9.0% | -4.0% | +13.0% | +9.4% |
| 30D | +17.2% | -5.0% | +22.3% | +17.8% |
| 3M | +11.4% | +11.3% | +0.1% | +9.9% |
| 6M | +137.5% | +42.6% | +94.9% | +128.6% |
| YTD | +193.1% | +24.8% | +168.3% | +184.9% |
| 1Y | +240.3% | +178.8% | +61.5% | +203.5% |
| 3Y | +262.2% | +183.3% | +78.8% | +208.4% |
| 5Y | +143.1% | +29.5% | +113.7% | +115.9% |
| All | +1,842.6% | +1,081.9% | +760.7% | +1,447.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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