+344.9%
UMAC vs ABCL
+139.9%
+205.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +5.2% | +8.1% | +11.0% |
| 7D | -5.5% | +12.4% | -17.9% | -9.6% |
| 30D | -35.3% | -0.4% | -34.9% | -34.6% |
| 3M | -48.4% | +80.4% | -128.7% | -60.8% |
| 6M | +0.4% | +138.5% | -138.1% | -34.6% |
| YTD | +5.8% | +265.5% | -259.7% | -44.3% |
| 1Y | +27.3% | +219.7% | -192.4% | -28.5% |
| All | +344.9% | +139.9% | +205.0% | +94.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling