+253.0%
UMC vs ALLY
+69.8%
+183.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.3% | +8.4% | +6.0% |
| 7D | +6.6% | +1.0% | +5.6% | +6.2% |
| 30D | +16.6% | -3.3% | +19.9% | +17.5% |
| 3M | +11.0% | +0.5% | +10.6% | +10.9% |
| 6M | +131.3% | +12.6% | +118.7% | +125.0% |
| YTD | +182.5% | -4.7% | +187.2% | +184.9% |
| 1Y | +222.3% | +5.2% | +217.0% | +215.8% |
| 3Y | +253.0% | +66.5% | +186.6% | +212.9% |
| All | +253.0% | +69.8% | +183.2% | +212.9% |
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