+13.8%
ABNB vs UMC
+252.9%
-239.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -0.8% |
| 7D | -9.5% | +11.4% | -20.9% | -10.9% |
| 30D | -9.4% | +16.8% | -26.2% | -11.5% |
| 3M | +29.9% | +19.1% | +10.8% | +22.5% |
| 6M | +26.6% | +137.4% | -110.9% | -0.7% |
| YTD | +23.5% | +186.4% | -162.8% | -11.0% |
| 1Y | +35.8% | +229.1% | -193.2% | -7.5% |
| All | +13.8% | +252.9% | -239.1% | -30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling