+240.3%
UMC vs ALB
+66.4%
+173.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.4% | +5.8% | +3.1% |
| 7D | +9.0% | -6.6% | +15.6% | +10.6% |
| 30D | +17.2% | -8.1% | +25.4% | +18.9% |
| 3M | +11.4% | -25.7% | +37.1% | +17.2% |
| 6M | +137.5% | -29.5% | +167.0% | +145.3% |
| YTD | +193.1% | -16.2% | +209.3% | +196.2% |
| 1Y | +240.3% | +59.2% | +181.1% | +223.6% |
| All | +240.3% | +66.4% | +173.9% | +223.6% |
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 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