+243.6%
UMC vs ALB
+1,710.0%
-1,466.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.4% | +9.0% | +6.3% |
| 7D | +5.0% | -8.1% | +13.0% | +8.2% |
| 30D | +7.7% | +6.3% | +1.4% | +4.3% |
| 3M | +1.7% | -23.6% | +25.2% | +12.2% |
| 6M | +113.9% | -24.6% | +138.5% | +132.1% |
| YTD | +168.9% | -10.3% | +179.2% | +170.0% |
| 1Y | +207.2% | +61.5% | +145.7% | +136.8% |
| 3Y | +227.7% | -34.0% | +261.7% | +220.2% |
| 5Y | +118.0% | -44.6% | +162.6% | +111.6% |
| 10Y | +1,682.1% | +76.1% | +1,606.0% | +689.1% |
| All | +243.6% | +1,710.0% | -1,466.5% | -75.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling