+6.1%
AS vs UMAC
-1.9%
+8.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.8% | -10.3% | +0.3% |
| 7D | +6.9% | -23.4% | +30.3% | +7.3% |
| 30D | +16.0% | -45.6% | +61.6% | +17.3% |
| 3M | -12.8% | -50.9% | +38.0% | -11.8% |
| 6M | -15.4% | -16.5% | +1.2% | -16.4% |
| YTD | -15.7% | -6.6% | -9.1% | -18.5% |
| 1Y | +6.1% | +10.7% | -4.6% | +1.4% |
| All | +6.1% | -1.9% | +8.0% | +1.4% |
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 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