+425.7%
UMC vs AXON
+101,343.3%
-100,917.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.2% | +8.8% | +5.2% |
| 7D | +5.0% | -14.2% | +19.1% | +7.2% |
| 30D | +7.7% | -15.4% | +23.1% | +9.7% |
| 3M | +1.7% | +0.5% | +1.2% | 0.0% |
| 6M | +113.9% | -9.5% | +123.4% | +112.3% |
| YTD | +168.9% | -9.2% | +178.1% | +165.0% |
| 1Y | +207.2% | -29.4% | +236.6% | +213.9% |
| 3Y | +227.7% | +139.4% | +88.3% | +165.2% |
| 5Y | +118.0% | +178.9% | -60.9% | +68.7% |
| 10Y | +1,682.1% | +1,840.8% | -158.7% | +860.2% |
| All | +425.7% | +101,343.3% | -100,917.7% | +42.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling