+1,842.6%
UMC vs ALM
+2,589.2%
-746.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -6.5% | +8.9% | +2.6% |
| 7D | +9.0% | -11.8% | +20.8% | +9.4% |
| 30D | +17.2% | +7.8% | +9.5% | +16.8% |
| 3M | +11.4% | -9.3% | +20.7% | +11.4% |
| 6M | +137.5% | -30.5% | +168.0% | +138.6% |
| YTD | +193.1% | +75.8% | +117.3% | +189.0% |
| 1Y | +240.3% | +241.2% | -0.9% | +231.1% |
| 3Y | +262.2% | +1,872.6% | -1,610.4% | +242.0% |
| 5Y | +143.1% | +849.6% | -706.5% | +130.5% |
| All | +1,842.6% | +2,589.2% | -746.7% | +1,666.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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