+1,857.3%
UMC vs ALLY
+178.1%
+1,679.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.1% | +5.1% | +4.3% |
| 7D | +13.6% | -1.9% | +15.6% | +14.1% |
| 30D | +20.8% | -4.5% | +25.2% | +22.1% |
| 3M | +16.1% | -2.8% | +19.0% | +17.1% |
| 6M | +137.3% | +10.3% | +127.0% | +130.9% |
| YTD | +193.8% | -5.7% | +199.5% | +197.4% |
| 1Y | +236.1% | +3.9% | +232.2% | +230.0% |
| 3Y | +267.1% | +64.7% | +202.4% | +208.1% |
| 5Y | +145.3% | -2.6% | +147.9% | +128.9% |
| 10Y | +1,857.3% | +186.0% | +1,671.3% | +1,428.4% |
| All | +1,857.3% | +178.1% | +1,679.3% | +1,428.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling