-92.1%
AAOX vs UMAC
-17.0%
-75.1%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.0% | -10.9% | -4.1% | -7.4% |
| 7D | -50.3% | -26.0% | -24.2% | -37.0% |
| 30D | -79.8% | -40.3% | -39.5% | -69.6% |
| 3M | -85.9% | -51.1% | -34.8% | -76.4% |
| 6M | -95.7% | -5.6% | -90.0% | -94.7% |
| All | -92.1% | -17.0% | -75.1% | -90.4% |
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