+278.2%
UMC vs ABCL
-81.9%
+360.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.4% | +7.4% | +4.4% |
| 7D | +13.6% | -2.7% | +16.3% | +14.0% |
| 30D | +20.8% | +18.3% | +2.4% | +17.5% |
| 3M | +16.1% | +108.5% | -92.3% | +3.4% |
| 6M | +137.3% | +213.9% | -76.6% | +98.8% |
| YTD | +193.8% | +223.1% | -29.3% | +143.5% |
| 1Y | +236.1% | +160.6% | +75.5% | +183.3% |
| 3Y | +267.1% | +104.3% | +162.9% | +205.1% |
| 5Y | +145.3% | -40.0% | +185.3% | +133.6% |
| All | +278.2% | -81.9% | +360.1% | +293.5% |
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 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