+1,798.0%
UMC vs ALB
+84.6%
+1,713.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.0% | +0.5% | -1.8% |
| 7D | +11.4% | -7.6% | +19.0% | +13.4% |
| 30D | +16.8% | -5.6% | +22.4% | +18.0% |
| 3M | +19.1% | -16.8% | +35.9% | +23.9% |
| 6M | +137.4% | -26.3% | +163.7% | +151.0% |
| YTD | +186.4% | -13.2% | +199.6% | +190.4% |
| 1Y | +229.1% | +68.8% | +160.3% | +181.3% |
| 3Y | +257.9% | -30.7% | +288.6% | +255.1% |
| 5Y | +137.5% | -46.3% | +183.8% | +142.9% |
| All | +1,798.0% | +84.6% | +1,713.3% | +1,329.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling