+77.6%
UMC vs ALC
-9.1%
+86.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.2% | -5.5% | -3.2% |
| 7D | +11.2% | -1.1% | +12.3% | +11.5% |
| 30D | -28.0% | +16.0% | -44.1% | -31.7% |
| 3M | -20.5% | +0.8% | -21.4% | -21.1% |
| 6M | -1.6% | +16.8% | -18.4% | -8.4% |
| YTD | +99.4% | -5.5% | +104.9% | +100.2% |
| 1Y | +120.4% | -5.3% | +125.7% | +120.7% |
| 3Y | +134.2% | +4.1% | +130.2% | +112.6% |
| All | +77.6% | -9.1% | +86.7% | +72.3% |
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