+144.1%
UMC vs AUR
-35.1%
+179.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.8% | +2.1% |
| 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% | +10.2% |
| 6M | +137.5% | +44.5% | +93.0% | +124.7% |
| YTD | +193.1% | +67.4% | +125.7% | +171.1% |
| 1Y | +240.3% | +15.4% | +224.9% | +228.4% |
| 3Y | +262.2% | +94.8% | +167.3% | +190.9% |
| All | +144.1% | -35.1% | +179.2% | +80.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling