+45.1%
ABNB vs UMC
+209.4%
-164.3%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.6% | -6.4% | -1.8% |
| 7D | -4.0% | +5.0% | -8.9% | -4.0% |
| 30D | +19.3% | +7.7% | +11.6% | +19.2% |
| 3M | +36.1% | +1.7% | +34.4% | +34.5% |
| 6M | +34.2% | +113.9% | -79.7% | +23.5% |
| YTD | +34.1% | +168.9% | -134.8% | +20.8% |
| 1Y | +45.1% | +207.2% | -162.1% | +28.2% |
| All | +45.1% | +209.4% | -164.3% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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