+240.3%
UMC vs ATI
+159.9%
+80.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | +9.0% | -5.6% | +14.6% | +11.8% |
| 30D | +17.2% | -13.7% | +31.0% | +25.1% |
| 3M | +11.4% | -0.4% | +11.8% | +11.0% |
| 6M | +137.5% | +26.2% | +111.3% | +119.8% |
| YTD | +193.1% | +73.2% | +119.9% | +165.9% |
| 1Y | +240.3% | +161.6% | +78.7% | +193.2% |
| All | +240.3% | +159.9% | +80.4% | +193.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 1y: compounded portfolio wealth divided by compounded ATI 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…
1y analysis · Full analysis span regression · 6 months rolling