+115.0%
UMC vs ALLY
+4.2%
+110.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.8% | -5.9% | -3.4% |
| 7D | -14.7% | +2.4% | -17.0% | -15.3% |
| 30D | -32.9% | +5.6% | -38.4% | -34.2% |
| 3M | -22.2% | -11.7% | -10.4% | -18.4% |
| 6M | +25.9% | -7.0% | +32.9% | +29.4% |
| YTD | +107.9% | -10.4% | +118.4% | +111.9% |
| 1Y | +115.0% | +2.4% | +112.7% | +105.3% |
| All | +115.0% | +4.2% | +110.8% | +105.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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