+272.3%
ALAB vs UMC
+122.9%
+149.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +6.9% | -0.1% | +2.0% |
| 7D | +3.4% | +0.1% | +3.3% | +4.4% |
| 30D | -28.8% | -28.7% | -0.1% | -9.9% |
| 3M | -26.0% | -15.1% | -10.9% | -17.2% |
| 6M | +11.4% | +5.0% | +6.4% | +14.8% |
| YTD | +38.8% | +108.2% | -69.4% | -8.5% |
| 1Y | +37.8% | +121.7% | -83.9% | -13.3% |
| All | +272.3% | +122.9% | +149.3% | +84.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling