+88.0%
ARM vs UMAC
+168.1%
-80.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +9.3% | -5.6% | +2.1% |
| 7D | +11.4% | +14.7% | -3.3% | +8.7% |
| 30D | -7.4% | -0.5% | -6.9% | -8.4% |
| 3M | -24.5% | +0.5% | -25.0% | -26.5% |
| 6M | +128.7% | +57.9% | +70.7% | +100.4% |
| YTD | +139.3% | +103.9% | +35.3% | +97.3% |
| 1Y | +88.0% | +159.3% | -71.3% | +55.9% |
| All | +88.0% | +168.1% | -80.1% | +55.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling