+144.1%
UMC vs AWK
-17.6%
+161.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +2.4% |
| 7D | +9.0% | -2.1% | +11.1% | +9.1% |
| 30D | +17.2% | +2.1% | +15.2% | +17.1% |
| 3M | +11.4% | +11.4% | 0.0% | +10.4% |
| 6M | +137.5% | +3.9% | +133.6% | +136.7% |
| YTD | +193.1% | +7.7% | +185.4% | +190.4% |
| 1Y | +240.3% | +1.3% | +239.0% | +240.0% |
| 3Y | +262.2% | +7.2% | +255.0% | +251.2% |
| All | +144.1% | -17.6% | +161.7% | +134.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling