+108.2%
UMC vs ABCL
+156.0%
-47.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.7% | -3.2% | +2.7% |
| 7D | -17.0% | -3.2% | -13.8% | -16.6% |
| 30D | -40.6% | -7.4% | -33.2% | -40.0% |
| 3M | -27.9% | +81.9% | -109.8% | -32.9% |
| 6M | -7.5% | +135.7% | -143.2% | -16.6% |
| YTD | +79.3% | +247.4% | -168.1% | +55.6% |
| 1Y | +92.8% | +162.3% | -69.5% | +70.4% |
| 3Y | +108.2% | +165.5% | -57.3% | +79.1% |
| All | +108.2% | +156.0% | -47.9% | +79.1% |
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