+373.1%
AG vs UMAC
+488.3%
-115.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.2% | -1.6% | -4.7% |
| 7D | -5.8% | -4.0% | -1.8% | -5.6% |
| 30D | +6.4% | -9.4% | +15.8% | +6.5% |
| 3M | +28.4% | +3.0% | +25.4% | +27.0% |
| 6M | -24.5% | +27.2% | -51.6% | -26.7% |
| YTD | +21.2% | +84.7% | -63.5% | +15.9% |
| 1Y | +114.1% | +136.5% | -22.4% | +103.0% |
| All | +373.1% | +488.3% | -115.2% | +364.9% |
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 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 · 6 months rolling