-68.8%
AAOX vs UMAC
+51.3%
-120.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -3.1% | +13.6% | +12.4% |
| 7D | -2.5% | -0.9% | -1.6% | -2.4% |
| 30D | -41.1% | -7.7% | -33.5% | -38.2% |
| 3M | -84.7% | -26.4% | -58.2% | -82.8% |
| All | -68.8% | +51.3% | -120.1% | -75.6% |
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 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 · Available span rolling