+7.9%
UMAC vs ABCL
+138.2%
-130.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | +0.8% | -11.7% | -11.3% |
| 7D | -26.0% | -10.0% | -16.1% | -22.3% |
| 30D | -40.3% | -10.9% | -29.4% | -37.2% |
| 3M | -51.1% | +101.6% | -152.8% | -66.5% |
| 6M | -5.6% | +167.5% | -173.2% | -47.4% |
| YTD | +2.3% | +259.1% | -256.8% | -56.4% |
| 1Y | +7.9% | +152.2% | -144.3% | -37.4% |
| All | +7.9% | +138.2% | -130.4% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling