-19.4%
AS vs UMAC
+145.2%
-164.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.1% | +6.6% | +3.7% |
| 7D | -4.9% | -0.9% | -4.0% | -4.9% |
| 30D | -19.6% | -7.7% | -11.9% | -19.5% |
| 3M | -14.4% | -26.4% | +12.1% | -14.0% |
| 6M | -20.1% | +61.9% | -82.0% | -22.7% |
| YTD | -20.9% | +86.5% | -107.4% | -24.6% |
| All | -19.4% | +145.2% | -164.6% | -21.2% |
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