+124.3%
UMC vs ARWR
+81.3%
+43.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | -8.3% | -17.7% | +9.4% | -6.4% |
| 30D | -34.5% | -21.9% | -12.6% | -32.7% |
| 3M | -20.0% | -44.5% | +24.6% | -14.8% |
| 6M | -0.7% | -32.6% | +31.8% | +3.4% |
| YTD | +94.7% | -26.2% | +120.9% | +100.2% |
| 1Y | +106.0% | +23.0% | +83.0% | +101.5% |
| 3Y | +124.3% | +81.8% | +42.5% | +99.3% |
| All | +124.3% | +81.3% | +43.0% | +99.3% |
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