+216.9%
AGI vs UMAC
+473.8%
-256.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.2% | +0.8% |
| 7D | -2.7% | -3.4% | +0.7% | -2.7% |
| 30D | +7.2% | -15.1% | +22.3% | +7.5% |
| 3M | +4.3% | -10.8% | +15.0% | +4.0% |
| 6M | -27.1% | +15.7% | -42.8% | -28.2% |
| YTD | -6.6% | +80.1% | -86.7% | -8.9% |
| 1Y | +9.5% | +116.7% | -107.2% | +6.3% |
| All | +216.9% | +473.8% | -256.8% | +202.5% |
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