+224.0%
UMC vs AUR
-36.7%
+260.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.6% | +0.1% | -2.2% |
| 7D | +11.4% | +0.2% | +11.2% | +11.4% |
| 30D | +16.8% | -8.9% | +25.7% | +18.0% |
| 3M | +19.1% | +4.6% | +14.5% | +18.2% |
| 6M | +137.4% | +44.9% | +92.6% | +124.6% |
| YTD | +186.4% | +64.8% | +121.5% | +165.4% |
| 1Y | +229.1% | +16.4% | +212.7% | +217.3% |
| 3Y | +257.9% | +85.1% | +172.8% | +189.7% |
| 5Y | +137.5% | -36.1% | +173.7% | +89.7% |
| All | +224.0% | -36.7% | +260.7% | +158.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling