+207.2%
UMC vs ALLY
+9.5%
+197.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.3% | +4.3% | +4.5% |
| 7D | +5.0% | +3.7% | +1.3% | +3.6% |
| 30D | +7.7% | -2.3% | +9.9% | +8.5% |
| 3M | +1.7% | +3.8% | -2.2% | +0.5% |
| 6M | +113.9% | +9.7% | +104.2% | +110.0% |
| YTD | +168.9% | -1.4% | +170.3% | +166.2% |
| 1Y | +207.2% | +8.2% | +199.0% | +192.0% |
| All | +207.2% | +9.5% | +197.7% | +192.0% |
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