+173.0%
ATI vs UMAC
+164.0%
+9.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.1% | +6.0% | +3.2% |
| 7D | -0.1% | -0.9% | +0.9% | 0.0% |
| 30D | +2.7% | -7.7% | +10.4% | +2.8% |
| 3M | +16.3% | -26.4% | +42.8% | +16.5% |
| 6M | +30.2% | +61.9% | -31.7% | +21.0% |
| YTD | +83.6% | +86.5% | -2.9% | +66.3% |
| 1Y | +173.0% | +156.3% | +16.7% | +146.4% |
| All | +173.0% | +164.0% | +9.0% | +146.4% |
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