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  • UMC vs ARWR✓SelectedUSD · ARWRUMC vs ARWR performance historyLatest closeAs of+3.99%09/09
Stock and ETF performance explorer

UMC vs ARWR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+145.3%
ARWR return
+25.7%
Excess return
+119.6%
Maximum drawdown
-54.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioARWRExcessAlpha
1D+4.0%-2.9%+6.9%+4.4%
7D+13.6%-3.2%+16.8%+14.2%
30D+20.8%-6.5%+27.2%+21.9%
3M+16.1%+12.7%+3.5%+13.6%
6M+137.3%+36.2%+101.1%+125.2%
YTD+193.8%+24.5%+169.3%+181.2%
1Y+236.1%+198.0%+38.1%+177.8%
3Y+267.1%+176.4%+90.8%+183.7%
5Y+145.3%+26.6%+118.7%+110.2%
All+145.3%+25.7%+119.6%+110.2%

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 5y: 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…

5y analysis · Full analysis span regression · 6 months rolling