+787.3%
UMC vs ALNY
+3,976.7%
-3,189.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.3% |
| 7D | +9.0% | -6.5% | +15.6% | +10.0% |
| 30D | +17.2% | +11.0% | +6.2% | +15.3% |
| 3M | +11.4% | -14.1% | +25.5% | +12.0% |
| 6M | +137.5% | -22.4% | +159.9% | +141.7% |
| YTD | +193.1% | -37.5% | +230.6% | +207.8% |
| 1Y | +240.3% | -46.9% | +287.2% | +265.2% |
| 3Y | +262.2% | +22.1% | +240.1% | +232.0% |
| 5Y | +143.1% | +31.2% | +111.9% | +112.9% |
| 10Y | +1,853.0% | +256.3% | +1,596.7% | +1,190.2% |
| All | +787.3% | +3,976.7% | -3,189.4% | +233.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling