+115.0%
UMC vs AWK
+20.7%
+94.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.2% | -4.3% | -0.5% |
| 7D | -14.7% | +7.0% | -21.7% | -10.3% |
| 30D | -32.9% | +17.0% | -49.9% | -25.0% |
| 3M | -22.2% | +12.4% | -34.6% | -15.2% |
| 6M | +25.9% | +19.6% | +6.3% | +43.5% |
| YTD | +107.9% | +17.0% | +90.9% | +135.6% |
| 1Y | +115.0% | +20.0% | +95.0% | +142.9% |
| All | +115.0% | +20.7% | +94.4% | +142.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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