+1,230.3%
UMC vs ALM
+3,551.9%
-2,321.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +7.7% | -10.0% | -2.3% |
| 7D | +11.2% | +1.2% | +10.0% | +11.2% |
| 30D | -28.0% | -19.3% | -8.7% | -27.9% |
| 3M | -20.5% | -40.6% | +20.1% | -20.3% |
| 6M | -1.6% | -57.9% | +56.3% | -1.1% |
| YTD | +99.4% | -6.7% | +106.1% | +99.4% |
| 1Y | +120.4% | +20.2% | +100.2% | +120.2% |
| 3Y | +134.2% | +879.4% | -745.2% | +131.3% |
| 5Y | +78.8% | +415.3% | -336.4% | +76.8% |
| 10Y | +1,280.4% | +2,100.8% | -820.4% | +1,249.0% |
| All | +1,230.3% | +3,551.9% | -2,321.5% | +1,159.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling