+134.2%
UMC vs ATI
+318.7%
-184.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.7% | +1.4% | -1.0% |
| 7D | +11.2% | +4.2% | +7.0% | +9.8% |
| 30D | -28.0% | -2.5% | -25.5% | -27.3% |
| 3M | -20.5% | -19.4% | -1.1% | -15.0% |
| 6M | -1.6% | +11.1% | -12.6% | -3.7% |
| YTD | +99.4% | +59.5% | +39.8% | +78.7% |
| 1Y | +120.4% | +85.8% | +34.6% | +90.5% |
| 3Y | +134.2% | +311.9% | -177.7% | +65.7% |
| All | +134.2% | +318.7% | -184.5% | +65.7% |
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