+7.7%
AS vs UMAC
+17.2%
-9.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +13.3% | -10.1% | +2.9% |
| 7D | +5.8% | -5.5% | +11.4% | +5.8% |
| 30D | +15.4% | -35.3% | +50.6% | +16.2% |
| 3M | -11.9% | -48.4% | +36.5% | -10.9% |
| 6M | -9.9% | +0.4% | -10.4% | -11.4% |
| YTD | -13.1% | +5.8% | -18.9% | -15.9% |
| All | +7.7% | +17.2% | -9.5% | +4.0% |
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 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