+1,272.7%
UMC vs ARWR
+1,024.2%
+248.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.6% | -2.4% |
| 7D | +11.2% | -17.8% | +29.0% | +13.2% |
| 30D | -28.0% | -18.1% | -9.9% | -26.6% |
| 3M | -20.5% | -44.2% | +23.6% | -15.8% |
| 6M | -1.6% | -38.6% | +37.1% | +3.1% |
| YTD | +99.4% | -28.0% | +127.4% | +104.7% |
| 1Y | +120.4% | +16.1% | +104.3% | +114.6% |
| 3Y | +134.2% | +84.0% | +50.2% | +108.1% |
| 5Y | +78.8% | -35.4% | +114.2% | +69.4% |
| All | +1,272.7% | +1,024.2% | +248.5% | +1,057.4% |
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