+15.9%
ABNB vs UMC
+267.8%
-252.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -0.4% |
| 7D | -9.5% | +11.4% | -20.9% | -12.7% |
| 30D | -9.4% | +16.8% | -26.2% | -14.1% |
| 3M | +29.9% | +19.1% | +10.8% | +16.6% |
| 6M | +26.6% | +137.4% | -110.9% | -16.0% |
| YTD | +23.5% | +186.4% | -162.8% | -26.9% |
| 1Y | +35.8% | +229.1% | -193.2% | -25.3% |
| 3Y | +15.0% | +257.9% | -242.9% | -41.7% |
| 5Y | +1.5% | +137.5% | -136.1% | -42.3% |
| All | +15.9% | +267.8% | -252.0% | -42.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling