+1,549.0%
UMC vs ALC
+17.1%
+1,532.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.7% | +0.2% | -1.4% |
| 7D | +11.4% | -7.7% | +19.1% | +14.8% |
| 30D | +16.8% | -11.7% | +28.5% | +22.4% |
| 3M | +19.1% | +0.7% | +18.4% | +17.6% |
| 6M | +137.4% | -17.1% | +154.5% | +152.3% |
| YTD | +186.4% | -15.1% | +201.5% | +200.3% |
| 1Y | +229.1% | -14.1% | +243.2% | +241.5% |
| 3Y | +257.9% | -18.2% | +276.0% | +268.9% |
| 5Y | +137.5% | -19.2% | +156.7% | +141.2% |
| All | +1,549.0% | +17.1% | +1,532.0% | +1,332.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling