-65.3%
AAOX vs UMAC
+65.5%
-130.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +9.3% | +1.8% | +5.3% |
| 7D | +15.2% | +14.7% | +0.5% | +5.3% |
| 30D | -40.3% | -0.5% | -39.8% | -40.4% |
| 3M | -81.2% | +0.5% | -81.7% | -81.2% |
| All | -65.3% | +65.5% | -130.8% | -74.3% |
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 all: 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…
all analysis · Full analysis span regression · Available span rolling