+99.4%
ARM vs UMAC
+494.0%
-394.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.1% | +7.0% | +4.2% |
| 7D | +5.5% | -0.9% | +6.4% | +5.5% |
| 30D | -8.2% | -7.7% | -0.5% | -8.1% |
| 3M | -35.9% | -26.4% | -9.5% | -35.2% |
| 6M | +103.1% | +61.9% | +41.3% | +92.6% |
| YTD | +130.6% | +86.5% | +44.1% | +115.6% |
| 1Y | +86.1% | +156.3% | -70.2% | +70.2% |
| All | +99.4% | +494.0% | -394.6% | +79.0% |
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