+236.1%
UMC vs ALLY
+4.3%
+231.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.1% | +5.1% | +4.3% |
| 7D | +13.6% | -1.9% | +15.6% | +14.2% |
| 30D | +20.8% | -4.5% | +25.2% | +22.4% |
| 3M | +16.1% | -2.8% | +19.0% | +17.2% |
| 6M | +137.3% | +10.3% | +127.0% | +135.0% |
| YTD | +193.8% | -5.7% | +199.5% | +194.8% |
| 1Y | +236.1% | +3.9% | +232.2% | +223.4% |
| All | +236.1% | +4.3% | +231.8% | +223.4% |
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 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