+58.1%
ARM vs UMAC
+195.7%
-137.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.5% | +4.7% | -1.2% |
| 7D | +19.8% | +10.1% | +9.7% | +18.8% |
| 30D | -21.8% | -39.1% | +17.4% | -18.3% |
| 3M | -26.5% | -56.2% | +29.7% | -21.6% |
| 6M | -3.9% | -16.2% | +12.3% | -2.8% |
| YTD | +82.8% | -7.1% | +89.9% | +81.1% |
| 1Y | +34.3% | +10.3% | +24.1% | +31.4% |
| All | +58.1% | +195.7% | -137.7% | +50.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling