+1,304.8%
UMC vs ARWR
+1,009.4%
+295.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.5% | +2.5% | -1.5% |
| 7D | +17.8% | -17.9% | +35.7% | +19.9% |
| 30D | -29.6% | -18.9% | -10.7% | -28.2% |
| 3M | -18.4% | -46.0% | +27.6% | -13.3% |
| 6M | -0.1% | -40.3% | +40.2% | +4.9% |
| YTD | +104.0% | -29.0% | +133.0% | +109.8% |
| 1Y | +121.5% | +13.8% | +107.7% | +116.1% |
| 3Y | +135.0% | +74.9% | +60.1% | +109.9% |
| 5Y | +83.0% | -36.2% | +119.3% | +73.6% |
| All | +1,304.8% | +1,009.4% | +295.4% | +1,086.2% |
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