+358.7%
ALAB vs UMAC
+1,031.3%
-672.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.2% | -2.1% | -4.9% |
| 7D | +0.6% | -4.0% | +4.6% | +0.9% |
| 30D | -8.8% | -9.4% | +0.6% | -8.5% |
| 3M | -14.0% | +3.0% | -17.0% | -15.4% |
| 6M | +144.3% | +27.2% | +117.1% | +129.7% |
| YTD | +71.0% | +84.7% | -13.7% | +54.9% |
| 1Y | +23.5% | +136.5% | -113.0% | +8.8% |
| All | +358.7% | +1,031.3% | -672.6% | +248.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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