+144.1%
UMC vs AZO
+85.8%
+58.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.5% | +2.4% |
| 7D | +9.0% | -3.6% | +12.6% | +9.5% |
| 30D | +17.2% | -5.6% | +22.8% | +18.1% |
| 3M | +11.4% | -6.6% | +18.1% | +11.8% |
| 6M | +137.5% | -22.5% | +160.0% | +148.3% |
| YTD | +193.1% | -15.2% | +208.3% | +199.9% |
| 1Y | +240.3% | -33.9% | +274.2% | +270.1% |
| 3Y | +262.2% | +11.8% | +250.4% | +233.0% |
| All | +144.1% | +85.8% | +58.4% | +74.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling