+104.4%
ADI vs UMAC
+508.0%
-403.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.4% | +6.9% | +0.7% |
| 7D | +2.6% | +3.3% | -0.6% | +2.5% |
| 30D | -4.6% | -10.4% | +5.8% | -4.5% |
| 3M | -9.5% | +1.8% | -11.3% | -10.0% |
| 6M | +14.8% | +40.7% | -25.9% | +12.3% |
| YTD | +35.8% | +90.9% | -55.1% | +31.2% |
| 1Y | +48.9% | +151.8% | -102.8% | +42.1% |
| All | +104.4% | +508.0% | -403.6% | +90.0% |
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 · 6 months rolling