+224.1%
UMC vs AS
+114.1%
+110.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.8% | +7.9% | +5.5% |
| 7D | +6.6% | -2.6% | +9.2% | +7.0% |
| 30D | +16.6% | -22.1% | +38.7% | +20.8% |
| 3M | +11.0% | -15.3% | +26.3% | +13.3% |
| 6M | +131.3% | -15.6% | +146.9% | +136.3% |
| YTD | +182.5% | -23.2% | +205.7% | +191.1% |
| 1Y | +222.3% | -21.7% | +244.0% | +230.1% |
| All | +224.1% | +114.1% | +110.0% | +197.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling