+75.5%
UMC vs AZO
-10.2%
+85.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.5% | -16.2% | -16.9% |
| 7D | -25.8% | +5.5% | -31.3% | -24.4% |
| 30D | -42.3% | +14.2% | -56.5% | -39.6% |
| 3M | -30.6% | +7.9% | -38.6% | -28.3% |
| 6M | -2.8% | -6.6% | +3.7% | +3.9% |
| YTD | +73.2% | -2.4% | +75.7% | +85.5% |
| 1Y | +75.5% | -9.6% | +85.1% | +87.2% |
| All | +75.5% | -10.2% | +85.6% | +87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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