+115.0%
UMC vs AUR
-17.4%
+132.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.4% | +2.4% | -0.9% |
| 7D | -14.7% | -19.8% | +5.2% | -9.7% |
| 30D | -32.9% | -29.0% | -3.8% | -26.9% |
| 3M | -22.2% | -43.6% | +21.4% | -10.5% |
| 6M | +25.9% | -36.6% | +62.6% | +39.2% |
| YTD | +107.9% | +6.3% | +101.7% | +106.5% |
| 1Y | +115.0% | -9.0% | +124.1% | +119.3% |
| All | +115.0% | -17.4% | +132.4% | +119.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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