+55.2%
ABBV vs UMAC
+549.5%
-494.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +9.3% | -12.3% | -3.0% |
| 7D | -4.3% | +14.7% | -19.0% | -4.4% |
| 30D | +1.1% | -0.5% | +1.6% | +1.1% |
| 3M | +12.3% | +0.5% | +11.8% | +12.2% |
| 6M | +9.8% | +57.9% | -48.1% | +9.0% |
| YTD | +11.5% | +103.9% | -92.5% | +10.2% |
| 1Y | +22.3% | +159.3% | -137.0% | +20.2% |
| All | +55.2% | +549.5% | -494.3% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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