+145.3%
UMC vs ARWR
+25.7%
+119.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 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