+115.0%
UMC vs ALC
+4.2%
+110.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.8% | -8.9% | -0.2% |
| 7D | -14.7% | +10.7% | -25.4% | -12.1% |
| 30D | -32.9% | +20.2% | -53.0% | -29.4% |
| 3M | -22.2% | +8.9% | -31.1% | -19.3% |
| 6M | +25.9% | +5.7% | +20.2% | +29.9% |
| YTD | +107.9% | -1.4% | +109.3% | +118.8% |
| 1Y | +115.0% | +4.7% | +110.3% | +129.5% |
| All | +115.0% | +4.2% | +110.8% | +129.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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