+23.5%
ALAB vs UMAC
+138.6%
-115.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.2% | -2.1% | -4.5% |
| 7D | +0.6% | -4.0% | +4.6% | +1.2% |
| 30D | -8.8% | -9.4% | +0.6% | -8.5% |
| 3M | -14.0% | +3.0% | -17.0% | -17.9% |
| 6M | +144.3% | +27.2% | +117.1% | +104.9% |
| YTD | +71.0% | +84.7% | -13.7% | +27.6% |
| 1Y | +23.5% | +136.5% | -113.0% | -8.8% |
| All | +23.5% | +138.6% | -115.1% | -8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling