+5.9%
ABT vs UMC
+261.2%
-255.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.7% | -1.2% |
| 7D | -5.9% | +9.0% | -14.9% | -5.5% |
| 30D | -8.1% | +17.2% | -25.3% | -7.3% |
| 3M | +14.5% | +11.4% | +3.1% | +14.6% |
| 6M | -6.3% | +137.5% | -143.8% | -7.5% |
| YTD | -17.1% | +193.1% | -210.2% | -18.5% |
| 1Y | -21.4% | +240.3% | -261.7% | -23.2% |
| 3Y | +5.9% | +262.2% | -256.3% | -1.9% |
| All | +5.9% | +261.2% | -255.3% | -1.9% |
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