+154.7%
UMC vs ATI
+1,279.8%
-1,125.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.7% | +1.4% | -1.1% |
| 7D | +11.2% | +4.2% | +7.0% | +9.9% |
| 30D | -28.0% | -2.5% | -25.5% | -27.4% |
| 3M | -20.5% | -19.4% | -1.1% | -15.2% |
| 6M | -1.6% | +11.1% | -12.6% | -4.3% |
| YTD | +99.4% | +59.5% | +39.8% | +73.1% |
| 1Y | +120.4% | +85.8% | +34.6% | +82.4% |
| 3Y | +134.2% | +311.9% | -177.7% | +45.4% |
| 5Y | +78.8% | +963.2% | -884.4% | -19.6% |
| 10Y | +1,280.4% | +977.6% | +302.8% | +378.9% |
| All | +154.7% | +1,279.8% | -1,125.0% | -44.7% |
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 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