-11.6%
ABT vs UMC
+134.9%
-146.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -1.7% |
| 7D | -5.0% | +11.4% | -16.4% | -5.4% |
| 30D | -5.8% | +16.8% | -22.6% | -6.5% |
| 3M | +16.7% | +19.1% | -2.4% | +13.8% |
| 6M | -5.2% | +137.4% | -142.7% | -14.9% |
| YTD | -16.0% | +186.4% | -202.3% | -26.8% |
| 1Y | -18.3% | +229.1% | -247.3% | -30.4% |
| 3Y | +9.2% | +257.9% | -248.7% | -10.8% |
| 5Y | -11.6% | +137.5% | -149.1% | -25.8% |
| All | -11.6% | +134.9% | -146.4% | -25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling