+387.1%
AG vs UMAC
+549.5%
-162.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +9.3% | -10.4% | -1.6% |
| 7D | +4.5% | +14.7% | -10.2% | +3.6% |
| 30D | +12.9% | -0.5% | +13.4% | +12.4% |
| 3M | +20.9% | +0.5% | +20.4% | +19.7% |
| 6M | -19.5% | +57.9% | -77.5% | -22.7% |
| YTD | +24.8% | +103.9% | -79.1% | +18.6% |
| 1Y | +120.2% | +159.3% | -39.0% | +107.7% |
| All | +387.1% | +549.5% | -162.4% | +376.0% |
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