+274.5%
UMC vs AU
+772.2%
-497.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.8% | +2.3% |
| 7D | +9.0% | -4.3% | +13.3% | +9.7% |
| 30D | +17.2% | +7.3% | +9.9% | +15.6% |
| 3M | +11.4% | +26.3% | -14.9% | +6.6% |
| 6M | +137.5% | +1.8% | +135.7% | +133.9% |
| YTD | +193.1% | +26.8% | +166.3% | +178.4% |
| 1Y | +240.3% | +66.7% | +173.6% | +208.4% |
| 3Y | +262.2% | +579.1% | -316.9% | +156.9% |
| 5Y | +143.1% | +689.3% | -546.2% | +64.3% |
| 10Y | +1,853.0% | +686.6% | +1,166.4% | +1,084.6% |
| All | +274.5% | +772.2% | -497.7% | +186.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling