+115.0%
UMC vs ABCL
+138.2%
-23.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.2% |
| 7D | -14.7% | -10.0% | -4.7% | -13.4% |
| 30D | -32.9% | -10.9% | -22.0% | -31.9% |
| 3M | -22.2% | +101.6% | -123.8% | -31.0% |
| 6M | +25.9% | +167.5% | -141.6% | +6.6% |
| YTD | +107.9% | +259.1% | -151.1% | +69.9% |
| 1Y | +115.0% | +152.2% | -37.1% | +80.7% |
| All | +115.0% | +138.2% | -23.2% | +80.7% |
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