+54.5%
ADI vs UMAC
+129.0%
-74.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.5% | +7.3% | +5.0% |
| 7D | +4.6% | -3.4% | +8.0% | +4.7% |
| 30D | -1.2% | -15.1% | +13.9% | -0.6% |
| 3M | -7.8% | -10.8% | +3.0% | -8.3% |
| 6M | +19.3% | +15.7% | +3.7% | +16.7% |
| YTD | +40.9% | +80.1% | -39.2% | +34.4% |
| 1Y | +54.5% | +116.7% | -62.2% | +46.9% |
| All | +54.5% | +129.0% | -74.5% | +46.9% |
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