+9.7%
UMAC vs ABCL
+198.8%
-189.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.3% | -6.3% | -6.4% |
| 7D | -13.9% | +2.3% | -16.2% | -14.1% |
| 30D | -39.6% | -0.7% | -38.9% | -38.8% |
| 3M | -53.6% | +33.4% | -87.0% | -59.3% |
| 6M | -6.2% | +137.8% | -144.0% | -43.2% |
| YTD | -1.2% | +264.3% | -265.5% | -59.4% |
| 1Y | +9.7% | +209.2% | -199.5% | -43.4% |
| All | +9.7% | +198.8% | -189.1% | -43.4% |
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