+120.4%
UMC vs AXON
-44.3%
+164.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.7% | -5.0% | -2.3% |
| 7D | +11.2% | +0.8% | +10.4% | +11.2% |
| 30D | -28.0% | -22.8% | -5.3% | -27.6% |
| 3M | -20.5% | -48.8% | +28.2% | -20.6% |
| 6M | -1.6% | -16.3% | +14.7% | -3.2% |
| YTD | +99.4% | -44.5% | +143.8% | +116.0% |
| 1Y | +120.4% | -43.4% | +163.8% | +139.2% |
| All | +120.4% | -44.3% | +164.7% | +139.2% |
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