+50.8%
ALNY vs UMAC
+488.3%
-437.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.2% | -0.8% | -4.0% |
| 7D | -6.4% | -4.0% | -2.4% | -6.4% |
| 30D | +11.9% | -9.4% | +21.3% | +11.9% |
| 3M | -15.0% | +3.0% | -18.0% | -15.1% |
| 6M | -23.2% | +27.2% | -50.4% | -23.9% |
| YTD | -37.8% | +84.7% | -122.5% | -38.7% |
| 1Y | -47.3% | +136.5% | -183.7% | -48.2% |
| All | +50.8% | +488.3% | -437.5% | +47.2% |
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