+207.2%
UMC vs ABCL
+186.8%
+20.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.2% | +5.8% | +4.7% |
| 7D | +5.0% | +0.7% | +4.2% | +4.8% |
| 30D | +7.7% | +93.1% | -85.4% | -2.7% |
| 3M | +1.7% | +79.4% | -77.8% | -8.1% |
| 6M | +113.9% | +214.9% | -101.0% | +81.6% |
| YTD | +168.9% | +234.2% | -65.3% | +127.8% |
| 1Y | +207.2% | +174.8% | +32.4% | +177.5% |
| All | +207.2% | +186.8% | +20.4% | +177.5% |
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