+1,860.1%
UMC vs ALM
+8,043.4%
-6,183.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.1% | +8.1% | +4.0% |
| 7D | +13.6% | +3.6% | +10.0% | +13.6% |
| 30D | +20.8% | +33.8% | -13.0% | +20.5% |
| 3M | +16.1% | +14.8% | +1.4% | +16.0% |
| 6M | +137.3% | -7.0% | +144.3% | +137.2% |
| YTD | +193.8% | +108.1% | +85.7% | +192.4% |
| 1Y | +236.1% | +313.8% | -77.7% | +233.3% |
| 3Y | +267.1% | +2,227.6% | -1,960.5% | +260.5% |
| 5Y | +145.3% | +956.6% | -811.4% | +141.3% |
| 10Y | +1,857.3% | +3,082.3% | -1,225.0% | +1,806.4% |
| All | +1,860.1% | +8,043.4% | -6,183.3% | +1,747.0% |
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 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