+243.6%
UMC vs ATI
+1,487.5%
-1,243.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.0% | +1.6% | +3.7% |
| 7D | +5.0% | -0.1% | +5.0% | +4.9% |
| 30D | +7.7% | +2.7% | +5.0% | +6.6% |
| 3M | +1.7% | +16.3% | -14.7% | -2.5% |
| 6M | +113.9% | +30.2% | +83.7% | +97.5% |
| YTD | +168.9% | +83.6% | +85.3% | +123.8% |
| 1Y | +207.2% | +173.0% | +34.2% | +125.2% |
| 3Y | +227.7% | +356.6% | -129.0% | +96.6% |
| 5Y | +118.0% | +1,074.2% | -956.1% | -5.5% |
| 10Y | +1,682.1% | +1,136.2% | +545.9% | +482.8% |
| All | +243.6% | +1,487.5% | -1,243.9% | -28.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling