+253.0%
UMC vs ARWR
+181.4%
+71.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.4% | +6.5% | +5.2% |
| 7D | +6.6% | +2.9% | +3.7% | +6.2% |
| 30D | +16.6% | -2.9% | +19.5% | +16.9% |
| 3M | +11.0% | +15.2% | -4.2% | +9.1% |
| 6M | +131.3% | +42.3% | +89.0% | +122.6% |
| YTD | +182.5% | +28.2% | +154.3% | +173.4% |
| 1Y | +222.3% | +213.2% | +9.0% | +185.0% |
| 3Y | +253.0% | +184.6% | +68.4% | +193.8% |
| All | +253.0% | +181.4% | +71.7% | +193.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling