+243.6%
UMC vs ARWR
+6.3%
+237.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.2% | +4.8% | +4.6% |
| 7D | +5.0% | +1.7% | +3.3% | +4.9% |
| 30D | +7.7% | -0.7% | +8.3% | +7.7% |
| 3M | +1.7% | +14.9% | -13.2% | +1.5% |
| 6M | +113.9% | +32.6% | +81.3% | +113.1% |
| YTD | +168.9% | +30.0% | +138.8% | +167.8% |
| 1Y | +207.2% | +208.4% | -1.2% | +202.4% |
| 3Y | +227.7% | +208.8% | +18.9% | +220.9% |
| 5Y | +118.0% | +27.8% | +90.2% | +115.1% |
| 10Y | +1,682.1% | +1,107.6% | +574.6% | +1,599.7% |
| All | +243.6% | +6.3% | +237.3% | +272.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling