+1,225.9%
UMC vs AXON
+1,048.6%
+177.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | -8.3% | -27.4% | +19.1% | -3.7% |
| 30D | -34.5% | -28.5% | -6.0% | -31.1% |
| 3M | -20.0% | -49.3% | +29.3% | -11.6% |
| 6M | -0.7% | -25.0% | +24.3% | +1.0% |
| YTD | +94.7% | -46.7% | +141.4% | +108.0% |
| 1Y | +106.0% | -48.3% | +154.2% | +121.1% |
| 3Y | +124.3% | +38.8% | +85.5% | +85.8% |
| 5Y | +78.0% | +77.7% | +0.3% | +34.3% |
| 10Y | +1,225.9% | +1,028.0% | +197.9% | +730.0% |
| All | +1,225.9% | +1,048.6% | +177.3% | +730.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling