+292.4%
AAOI vs UMAC
+129.0%
+163.4%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.5% | +4.5% | +2.8% |
| 7D | -0.2% | -3.4% | +3.2% | +0.9% |
| 30D | -23.7% | -15.1% | -8.6% | -20.4% |
| 3M | -39.0% | -10.8% | -28.3% | -38.1% |
| 6M | -17.0% | +15.7% | -32.7% | -28.3% |
| YTD | +202.2% | +80.1% | +122.1% | +109.5% |
| 1Y | +292.4% | +116.7% | +175.7% | +165.0% |
| All | +292.4% | +129.0% | +163.4% | +165.0% |
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