-67.5%
AAOX vs UMAC
+54.9%
-122.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -6.4% | +0.2% | -2.2% |
| 7D | +8.3% | +3.3% | +5.1% | +5.9% |
| 30D | -41.8% | -10.4% | -31.4% | -37.9% |
| 3M | -73.3% | +1.8% | -75.0% | -73.1% |
| All | -67.5% | +54.9% | -122.4% | -74.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling