+48.8%
AAOI vs UMAC
-11.2%
+60.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.9% | -17.6% | -3.3% | -14.5% |
| 7D | -40.8% | -37.8% | -2.9% | -29.2% |
| 30D | -64.0% | -52.0% | -12.0% | -52.9% |
| 3M | -63.5% | -58.3% | -5.3% | -51.1% |
| 6M | -74.0% | -21.0% | -53.1% | -72.7% |
| YTD | +34.5% | -15.7% | +50.2% | +20.5% |
| 1Y | +48.8% | -9.8% | +58.6% | +20.3% |
| All | +48.8% | -11.2% | +60.0% | +20.3% |
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