+105.7%
UMC vs AS
+134.9%
-29.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.4% |
| 7D | -17.0% | +6.9% | -23.9% | -17.7% |
| 30D | -40.6% | +16.0% | -56.6% | -41.9% |
| 3M | -27.9% | -12.8% | -15.0% | -26.5% |
| 6M | -7.5% | -15.4% | +7.9% | -5.5% |
| YTD | +79.3% | -15.7% | +95.1% | +82.2% |
| 1Y | +92.8% | +6.1% | +86.7% | +89.6% |
| All | +105.7% | +134.9% | -29.1% | +86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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