+106.0%
UMC vs AXON
-50.5%
+156.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | -8.3% | -27.4% | +19.1% | -7.7% |
| 30D | -34.5% | -28.5% | -6.0% | -34.1% |
| 3M | -20.0% | -49.3% | +29.3% | -19.9% |
| 6M | -0.7% | -25.0% | +24.3% | -2.1% |
| YTD | +94.7% | -46.7% | +141.4% | +111.3% |
| 1Y | +106.0% | -48.3% | +154.2% | +131.2% |
| All | +106.0% | -50.5% | +156.5% | +131.2% |
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