+162.7%
UMC vs ABCL
-81.0%
+243.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.8% | -1.6% |
| 7D | +17.8% | +4.4% | +13.4% | +17.0% |
| 30D | -29.6% | -7.9% | -21.8% | -28.8% |
| 3M | -18.4% | +12.2% | -30.6% | -20.1% |
| 6M | -0.1% | +134.7% | -134.9% | -12.9% |
| YTD | +104.0% | +239.8% | -135.7% | +67.9% |
| 1Y | +121.5% | +192.7% | -71.2% | +85.5% |
| 3Y | +135.0% | +187.6% | -52.6% | +85.6% |
| 5Y | +83.0% | -22.6% | +105.7% | +69.3% |
| All | +162.7% | -81.0% | +243.7% | +171.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling