+44.2%
ABNB vs UMC
+112.5%
-68.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.1% | +7.7% | +5.6% |
| 7D | +6.2% | -14.7% | +20.9% | +6.3% |
| 30D | +7.5% | -32.9% | +40.4% | +7.7% |
| 3M | +17.6% | -22.2% | +39.8% | +18.0% |
| 6M | +27.0% | +25.9% | +1.1% | +20.7% |
| YTD | +30.0% | +107.9% | -78.0% | +19.1% |
| 1Y | +44.2% | +115.0% | -70.9% | +31.3% |
| All | +44.2% | +112.5% | -68.4% | +31.3% |
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