+253.0%
UMC vs ALC
-15.5%
+268.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.0% | +7.0% | +5.4% |
| 7D | +6.6% | -3.7% | +10.3% | +7.2% |
| 30D | +16.6% | -3.7% | +20.3% | +17.2% |
| 3M | +11.0% | +4.6% | +6.5% | +9.4% |
| 6M | +131.3% | -14.6% | +145.9% | +139.2% |
| YTD | +182.5% | -11.9% | +194.4% | +188.9% |
| 1Y | +222.3% | -13.1% | +235.4% | +230.5% |
| 3Y | +253.0% | -15.0% | +268.0% | +264.1% |
| All | +253.0% | -15.5% | +268.5% | +264.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling