-2.8%
UMC vs AXON
-23.1%
+20.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -3.1% | +10.6% | +7.5% |
| 7D | -9.2% | -28.7% | +19.6% | -9.1% |
| 30D | -35.1% | -28.3% | -6.8% | -35.0% |
| 3M | -20.5% | -46.9% | +26.4% | -22.1% |
| All | -2.8% | -23.1% | +20.3% | -4.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling