+207.2%
UMC vs ALNY
-40.8%
+248.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.6% | +4.0% | +4.7% |
| 7D | +5.0% | +12.2% | -7.3% | +6.6% |
| 30D | +7.7% | +16.3% | -8.7% | +10.1% |
| 3M | +1.7% | -12.4% | +14.0% | +2.9% |
| 6M | +113.9% | -18.7% | +132.6% | +116.9% |
| YTD | +168.9% | -33.1% | +202.0% | +182.3% |
| 1Y | +207.2% | -41.3% | +248.5% | +221.1% |
| All | +207.2% | -40.8% | +248.0% | +221.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 1y: compounded portfolio wealth divided by compounded ALNY 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…
1y analysis · Full analysis span regression · 6 months rolling