+1,048.1%
UMC vs ALC
+30.4%
+1,017.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.2% | -5.5% | -3.4% |
| 7D | +11.2% | -1.1% | +12.3% | +11.5% |
| 30D | -28.0% | +16.0% | -44.1% | -32.4% |
| 3M | -20.5% | +0.8% | -21.4% | -21.5% |
| 6M | -1.6% | +16.8% | -18.4% | -9.3% |
| YTD | +99.4% | -5.5% | +104.9% | +99.1% |
| 1Y | +120.4% | -5.3% | +125.7% | +119.4% |
| 3Y | +134.2% | +4.1% | +130.2% | +114.6% |
| 5Y | +78.8% | -7.1% | +85.9% | +70.7% |
| All | +1,048.1% | +30.4% | +1,017.7% | +849.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling