+150.7%
UMC vs ABCL
-79.6%
+230.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -8.3% | +2.3% | -10.6% | -8.4% |
| 30D | -34.5% | -0.7% | -33.8% | -34.4% |
| 3M | -20.0% | +33.4% | -53.4% | -23.4% |
| 6M | -0.7% | +137.8% | -138.5% | -13.6% |
| YTD | +94.7% | +264.3% | -169.6% | +58.8% |
| 1Y | +106.0% | +209.2% | -103.2% | +71.2% |
| 3Y | +124.3% | +208.4% | -84.1% | +75.5% |
| 5Y | +78.0% | -11.9% | +89.8% | +61.7% |
| All | +150.7% | -79.6% | +230.3% | +156.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling