+207.2%
UMC vs AUR
+11.8%
+195.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.3% | +4.3% | +4.5% |
| 7D | +5.0% | +8.7% | -3.8% | +2.6% |
| 30D | +7.7% | -5.2% | +12.9% | +8.8% |
| 3M | +1.7% | -7.3% | +9.0% | +3.0% |
| 6M | +113.9% | +41.2% | +72.7% | +96.4% |
| YTD | +168.9% | +65.1% | +103.8% | +136.9% |
| 1Y | +207.2% | +13.4% | +193.8% | +193.4% |
| All | +207.2% | +11.8% | +195.4% | +193.4% |
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