+11.4%
ALAB vs UMC
+4.6%
+6.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +6.9% | -0.1% | +0.7% |
| 7D | +3.4% | +0.1% | +3.3% | +4.2% |
| 30D | -28.8% | -28.7% | -0.1% | -4.9% |
| 3M | -26.0% | -15.1% | -10.9% | -16.3% |
| 6M | +11.4% | +5.0% | +6.4% | +33.4% |
| All | +11.4% | +4.6% | +6.8% | +33.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling