+207.2%
UMC vs ALB
+60.9%
+146.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.4% | +9.0% | +5.5% |
| 7D | +5.0% | -8.1% | +13.0% | +6.7% |
| 30D | +7.7% | +6.3% | +1.4% | +5.6% |
| 3M | +1.7% | -23.6% | +25.2% | +5.9% |
| 6M | +113.9% | -24.6% | +138.5% | +118.0% |
| YTD | +168.9% | -10.3% | +179.2% | +168.8% |
| 1Y | +207.2% | +61.5% | +145.7% | +190.4% |
| All | +207.2% | +60.9% | +146.3% | +190.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 1y: compounded portfolio wealth divided by compounded ALB 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…
1y analysis · Full analysis span regression · 6 months rolling