+253.0%
UMC vs ABCL
+105.4%
+147.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.1% | +5.0% | +5.0% |
| 7D | +6.6% | +1.4% | +5.2% | +6.4% |
| 30D | +16.6% | +65.1% | -48.5% | +9.5% |
| 3M | +11.0% | +111.1% | -100.1% | +1.1% |
| 6M | +131.3% | +231.6% | -100.3% | +101.4% |
| YTD | +182.5% | +234.5% | -52.0% | +145.0% |
| 1Y | +222.3% | +174.3% | +47.9% | +182.4% |
| 3Y | +253.0% | +111.5% | +141.6% | +205.0% |
| All | +253.0% | +105.4% | +147.6% | +205.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling