+253.0%
UMC vs AXON
+134.7%
+118.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.0% | +7.0% | +5.2% |
| 7D | +6.6% | -2.5% | +9.1% | +6.7% |
| 30D | +16.6% | -11.5% | +28.0% | +17.1% |
| 3M | +11.0% | +7.3% | +3.7% | +9.4% |
| 6M | +131.3% | -11.9% | +143.2% | +131.9% |
| YTD | +182.5% | -11.0% | +193.5% | +183.1% |
| 1Y | +222.3% | -31.8% | +254.0% | +230.8% |
| 3Y | +253.0% | +135.4% | +117.6% | +182.7% |
| All | +253.0% | +134.7% | +118.3% | +182.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling