+365.7%
ALAB vs UMAC
+1,149.0%
-783.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +9.3% | -16.3% | -8.1% |
| 7D | +3.2% | +14.7% | -11.5% | +1.2% |
| 30D | -13.6% | -0.5% | -13.1% | -14.3% |
| 3M | -16.6% | +0.5% | -17.1% | -17.8% |
| 6M | +142.3% | +57.9% | +84.4% | +122.6% |
| YTD | +73.6% | +103.9% | -30.3% | +55.4% |
| 1Y | +33.7% | +159.3% | -125.6% | +16.5% |
| All | +365.7% | +1,149.0% | -783.4% | +249.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling