+139.7%
UMC vs ALM
+836.8%
-697.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.5% | +4.5% | -1.3% |
| 7D | +17.8% | -4.0% | +21.8% | +18.3% |
| 30D | -29.6% | -30.5% | +0.9% | -27.0% |
| 3M | -18.4% | -46.9% | +28.5% | -13.5% |
| 6M | -0.1% | -65.5% | +65.4% | +8.3% |
| YTD | +104.0% | -13.4% | +117.4% | +110.2% |
| 1Y | +121.5% | +9.8% | +111.7% | +125.1% |
| All | +139.7% | +836.8% | -697.1% | +118.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling