+262.2%
UMC vs AUR
+84.2%
+178.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.8% | +2.2% |
| 7D | +9.0% | +1.4% | +7.6% | +8.8% |
| 30D | +17.2% | -6.4% | +23.6% | +18.0% |
| 3M | +11.4% | +7.7% | +3.7% | +10.4% |
| 6M | +137.5% | +44.5% | +93.0% | +127.1% |
| YTD | +193.1% | +67.4% | +125.7% | +175.4% |
| 1Y | +240.3% | +15.4% | +224.9% | +230.3% |
| 3Y | +262.2% | +94.8% | +167.3% | +193.7% |
| All | +262.2% | +84.2% | +178.0% | +193.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling