+197.1%
ABT vs UMC
+1,863.6%
-1,666.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.7% | -1.6% |
| 7D | -5.9% | +9.0% | -14.9% | -6.6% |
| 30D | -8.1% | +17.2% | -25.3% | -9.4% |
| 3M | +14.5% | +11.4% | +3.1% | +11.9% |
| 6M | -6.3% | +137.5% | -143.8% | -17.0% |
| YTD | -17.1% | +193.1% | -210.2% | -29.0% |
| 1Y | -21.4% | +240.3% | -261.7% | -34.2% |
| 3Y | +5.9% | +262.2% | -256.3% | -13.6% |
| 5Y | -12.8% | +143.1% | -155.9% | -26.4% |
| All | +197.1% | +1,863.6% | -1,666.5% | +67.2% |
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 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