+115.0%
UMC vs AU
+42.5%
+72.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +8.0% | -10.1% | -3.9% |
| 7D | -14.7% | +0.8% | -15.4% | -14.8% |
| 30D | -32.9% | -7.0% | -25.9% | -31.8% |
| 3M | -22.2% | +8.5% | -30.7% | -24.5% |
| 6M | +25.9% | -1.3% | +27.2% | +23.4% |
| YTD | +107.9% | +6.8% | +101.2% | +106.0% |
| 1Y | +115.0% | +44.6% | +70.4% | +108.8% |
| All | +115.0% | +42.5% | +72.5% | +108.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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