+134.2%
UMC vs ALLY
+65.3%
+68.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.5% |
| 7D | +11.2% | +0.4% | +10.8% | +11.1% |
| 30D | -28.0% | +5.2% | -33.3% | -29.0% |
| 3M | -20.5% | -13.3% | -7.2% | -17.6% |
| 6M | -1.6% | -6.7% | +5.1% | +0.2% |
| YTD | +99.4% | -12.8% | +112.2% | +105.8% |
| 1Y | +120.4% | +0.7% | +119.7% | +119.1% |
| 3Y | +134.2% | +65.2% | +69.0% | +105.8% |
| All | +134.2% | +65.3% | +68.9% | +105.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling