+1,772.6%
UMC vs ALLY
+124.8%
+1,647.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.3% | +4.3% | +4.5% |
| 7D | +5.0% | +3.7% | +1.3% | +3.9% |
| 30D | +7.7% | -2.3% | +9.9% | +8.3% |
| 3M | +1.7% | +3.8% | -2.2% | +0.7% |
| 6M | +113.9% | +9.7% | +104.2% | +108.6% |
| YTD | +168.9% | -1.4% | +170.3% | +169.0% |
| 1Y | +207.2% | +8.2% | +199.0% | +198.6% |
| 3Y | +227.7% | +66.5% | +161.2% | +175.5% |
| 5Y | +118.0% | +1.2% | +116.8% | +102.1% |
| 10Y | +1,682.1% | +191.4% | +1,490.7% | +1,163.7% |
| All | +1,772.6% | +124.8% | +1,647.7% | +1,314.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling