+11.5%
ARES vs UMAC
-25.4%
+37.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.6% | +5.6% | +1.3% |
| 7D | +0.5% | -5.2% | +5.7% | +0.7% |
| 30D | +19.7% | -36.4% | +56.0% | +22.3% |
| 3M | -9.0% | -58.6% | +49.6% | -4.9% |
| 6M | +11.5% | -24.6% | +36.2% | +10.4% |
| All | +11.5% | -25.4% | +37.0% | +10.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling