+74.0%
UMC vs AXON
+71.5%
+2.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -3.1% | +10.6% | +8.0% |
| 7D | -9.2% | -28.7% | +19.6% | -4.4% |
| 30D | -35.1% | -28.3% | -6.8% | -31.8% |
| 3M | -20.5% | -46.9% | +26.4% | -13.0% |
| 6M | -1.7% | -24.9% | +23.1% | -0.7% |
| YTD | +92.8% | -46.6% | +139.4% | +106.2% |
| 1Y | +104.5% | -49.7% | +154.2% | +121.4% |
| 3Y | +129.8% | +40.6% | +89.3% | +65.2% |
| 5Y | +74.0% | +71.9% | +2.1% | +3.3% |
| All | +74.0% | +71.5% | +2.5% | +3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling