-20.1%
AS vs UMAC
+69.4%
-89.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.1% | +6.6% | +3.6% |
| 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% | -22.0% |
| All | -20.1% | +69.4% | -89.5% | -22.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling