+121.5%
UMC vs ARWR
+12.4%
+109.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.5% | +2.5% | -1.2% |
| 7D | +17.8% | -17.9% | +35.7% | +21.2% |
| 30D | -29.6% | -18.9% | -10.7% | -27.1% |
| 3M | -18.4% | -46.0% | +27.6% | -10.0% |
| 6M | -0.1% | -40.3% | +40.2% | +8.1% |
| YTD | +104.0% | -29.0% | +133.0% | +114.7% |
| 1Y | +121.5% | +13.8% | +107.7% | +130.7% |
| All | +121.5% | +12.4% | +109.1% | +130.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling