-14.5%
ALB vs UMAC
+182.0%
-196.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.3% | -1.1% |
| 7D | -5.8% | -5.2% | -0.6% | -5.5% |
| 30D | -4.5% | -36.4% | +31.8% | -2.5% |
| 3M | -28.1% | -58.6% | +30.5% | -25.1% |
| 6M | -53.2% | -24.6% | -28.5% | -53.1% |
| YTD | -33.3% | -11.5% | -21.9% | -34.2% |
| 1Y | -17.4% | +16.9% | -34.3% | -19.7% |
| All | -14.5% | +182.0% | -196.5% | -19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling