+145.3%
UMC vs ALC
-17.4%
+162.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +4.3% |
| 7D | +13.6% | -5.3% | +18.9% | +15.7% |
| 30D | +20.8% | -7.1% | +27.8% | +23.6% |
| 3M | +16.1% | +0.8% | +15.4% | +14.8% |
| 6M | +137.3% | -16.0% | +153.3% | +150.5% |
| YTD | +193.8% | -12.7% | +206.5% | +204.2% |
| 1Y | +236.1% | -12.8% | +248.9% | +246.6% |
| 3Y | +267.1% | -15.8% | +283.0% | +272.2% |
| 5Y | +145.3% | -16.7% | +161.9% | +142.4% |
| All | +145.3% | -17.4% | +162.7% | +142.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling