+757.4%
UMAC vs ABCL
+119.6%
+637.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.1% | +9.3% | +9.3% |
| 7D | +14.7% | +1.4% | +13.3% | +14.1% |
| 30D | -0.5% | +65.1% | -65.6% | -22.1% |
| 3M | +0.5% | +111.1% | -110.6% | -31.8% |
| 6M | +57.9% | +231.6% | -173.7% | -12.9% |
| YTD | +103.9% | +234.5% | -130.6% | +10.7% |
| 1Y | +159.3% | +174.3% | -15.1% | +52.5% |
| All | +757.4% | +119.6% | +637.8% | +285.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling