+145.3%
UMC vs ALB
-43.9%
+189.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.8% | +6.8% | +4.7% |
| 7D | +13.6% | -8.6% | +22.2% | +15.9% |
| 30D | +20.8% | -4.0% | +24.8% | +21.5% |
| 3M | +16.1% | -17.4% | +33.5% | +21.0% |
| 6M | +137.3% | -25.4% | +162.7% | +149.7% |
| YTD | +193.8% | -10.5% | +204.3% | +195.3% |
| 1Y | +236.1% | +75.8% | +160.3% | +184.2% |
| 3Y | +267.1% | -28.5% | +295.6% | +268.9% |
| 5Y | +145.3% | -45.1% | +190.4% | +152.6% |
| All | +145.3% | -43.9% | +189.1% | +152.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling