+263.0%
UMC vs ATI
+358.3%
-95.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.1% |
| 7D | +13.6% | +2.4% | +11.2% | +12.8% |
| 30D | +20.8% | -9.5% | +30.2% | +24.5% |
| 3M | +16.1% | +10.4% | +5.8% | +13.0% |
| 6M | +137.3% | +31.8% | +105.5% | +120.0% |
| YTD | +193.8% | +80.0% | +113.8% | +153.5% |
| 1Y | +236.1% | +175.8% | +60.3% | +160.5% |
| All | +263.0% | +358.3% | -95.3% | +148.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling