+365.7%
ALAB vs UMC
+202.5%
+163.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +5.1% | -12.0% | -10.1% |
| 7D | +3.2% | +6.6% | -3.4% | -1.1% |
| 30D | -13.6% | +16.6% | -30.1% | -22.2% |
| 3M | -16.6% | +11.0% | -27.6% | -20.1% |
| 6M | +142.3% | +131.3% | +11.0% | +54.6% |
| YTD | +73.6% | +182.5% | -108.9% | -7.3% |
| 1Y | +33.7% | +222.3% | -188.6% | -34.7% |
| All | +365.7% | +202.5% | +163.2% | +86.9% |
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