+85.7%
AA vs UMAC
+488.3%
-402.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.2% | -1.5% | -4.6% |
| 7D | -5.4% | -4.0% | -1.4% | -5.1% |
| 30D | -10.7% | -9.4% | -1.3% | -10.5% |
| 3M | -26.2% | +3.0% | -29.1% | -27.1% |
| 6M | -20.9% | +27.2% | -48.1% | -24.0% |
| YTD | -8.6% | +84.7% | -93.3% | -14.2% |
| 1Y | +57.4% | +136.5% | -79.1% | +45.2% |
| All | +85.7% | +488.3% | -402.5% | +68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling