-70.2%
AAOX vs UMAC
+49.9%
-120.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -3.2% | -5.3% | -6.5% |
| 7D | +5.4% | -4.0% | +9.4% | +8.3% |
| 30D | -47.7% | -9.4% | -38.4% | -44.4% |
| 3M | -78.6% | +3.0% | -81.6% | -78.3% |
| All | -70.2% | +49.9% | -120.1% | -76.5% |
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 3y: 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…
3y analysis · Full analysis span regression · Available span rolling