+229.1%
UMC vs ALC
-15.7%
+244.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.7% | +0.2% | -2.8% |
| 7D | +11.4% | -7.7% | +19.1% | +10.3% |
| 30D | +16.8% | -11.7% | +28.5% | +15.2% |
| 3M | +19.1% | +0.7% | +18.4% | +18.5% |
| 6M | +137.4% | -17.1% | +154.5% | +138.8% |
| YTD | +186.4% | -15.1% | +201.5% | +188.0% |
| 1Y | +229.1% | -14.1% | +243.2% | +230.0% |
| All | +229.1% | -15.7% | +244.8% | +230.0% |
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 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