+1,304.8%
UMC vs ALB
+34.2%
+1,270.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.7% |
| 7D | +17.8% | -3.6% | +21.4% | +18.8% |
| 30D | -29.6% | -2.9% | -26.7% | -29.3% |
| 3M | -18.4% | -25.8% | +7.5% | -12.9% |
| 6M | -0.1% | -53.6% | +53.4% | +18.6% |
| YTD | +104.0% | -32.4% | +136.4% | +118.9% |
| 1Y | +121.5% | -13.0% | +134.5% | +123.1% |
| 3Y | +135.0% | -15.0% | +150.0% | +119.3% |
| 5Y | +83.0% | -63.5% | +146.5% | +105.1% |
| All | +1,304.8% | +34.2% | +1,270.6% | +1,045.6% |
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