+384.5%
ALAB vs UMC
+214.5%
+170.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.0% | +0.1% | +1.5% |
| 7D | +9.6% | +13.6% | -4.0% | +0.9% |
| 30D | -5.3% | +20.8% | -26.0% | -16.6% |
| 3M | -12.0% | +16.1% | -28.2% | -18.0% |
| 6M | +145.7% | +137.3% | +8.4% | +54.1% |
| YTD | +80.7% | +193.8% | -113.1% | -5.8% |
| 1Y | +40.1% | +236.1% | -196.0% | -33.3% |
| All | +384.5% | +214.5% | +170.0% | +89.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling