+14.7%
ALB vs UMAC
+508.0%
-493.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.4% | +3.6% | -2.5% |
| 7D | -8.6% | +3.3% | -11.9% | -8.8% |
| 30D | -4.0% | -10.4% | +6.4% | -3.7% |
| 3M | -17.4% | +1.8% | -19.1% | -18.1% |
| 6M | -25.4% | +40.7% | -66.1% | -27.9% |
| YTD | -10.5% | +90.9% | -101.4% | -15.0% |
| 1Y | +75.8% | +151.8% | -75.9% | +64.2% |
| All | +14.7% | +508.0% | -493.3% | +3.5% |
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 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