+20.6%
ABNB vs UMC
+262.8%
-242.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.1% | -9.1% | -5.6% |
| 7D | -4.4% | +6.6% | -11.0% | -6.5% |
| 30D | -2.0% | +16.6% | -18.5% | -7.0% |
| 3M | +29.8% | +11.0% | +18.8% | +19.6% |
| 6M | +31.0% | +131.3% | -100.3% | -12.1% |
| YTD | +28.6% | +182.5% | -153.9% | -23.6% |
| 1Y | +40.1% | +222.3% | -182.2% | -22.3% |
| 3Y | +19.7% | +253.0% | -233.3% | -39.0% |
| 5Y | +6.5% | +141.8% | -135.4% | -39.8% |
| All | +20.6% | +262.8% | -242.2% | -40.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling