+16.0%
AA vs UMAC
+2.9%
+13.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -10.9% | +13.6% | +4.3% |
| 7D | +0.9% | -26.0% | +27.0% | +5.1% |
| 30D | -6.4% | -40.3% | +33.9% | +0.3% |
| 3M | -13.0% | -51.1% | +38.2% | -5.4% |
| 6M | -34.6% | -5.6% | -29.0% | -38.5% |
| YTD | -23.0% | +2.3% | -25.3% | -33.0% |
| 1Y | +16.0% | +7.9% | +8.1% | -1.8% |
| All | +16.0% | +2.9% | +13.1% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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