+948.0%
ABT vs UMC
+277.8%
+670.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.1% | -7.6% | -3.1% |
| 7D | -3.1% | +6.6% | -9.7% | -3.7% |
| 30D | -2.1% | +16.6% | -18.7% | -3.6% |
| 3M | +17.4% | +11.0% | +6.4% | +14.9% |
| 6M | -2.4% | +131.3% | -133.7% | -11.9% |
| YTD | -14.2% | +182.5% | -196.7% | -24.5% |
| 1Y | -18.3% | +222.3% | -240.6% | -29.2% |
| 3Y | +11.5% | +253.0% | -241.5% | -5.3% |
| 5Y | -9.9% | +141.8% | -151.7% | -21.4% |
| 10Y | +204.4% | +1,772.2% | -1,567.8% | +108.9% |
| All | +948.0% | +277.8% | +670.2% | +582.3% |
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