+115.0%
UMC vs AXON
-40.7%
+155.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.8% | -3.9% | -2.1% |
| 7D | -14.7% | +0.2% | -14.9% | -14.6% |
| 30D | -32.9% | +3.0% | -35.9% | -32.8% |
| 3M | -22.2% | -30.1% | +8.0% | -22.1% |
| 6M | +25.9% | +7.7% | +18.2% | +22.6% |
| YTD | +107.9% | -25.3% | +133.2% | +121.7% |
| 1Y | +115.0% | -39.9% | +155.0% | +145.0% |
| All | +115.0% | -40.7% | +155.7% | +145.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 AXON 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