+347.3%
ATI vs UMAC
+473.8%
-126.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.3% | 0.0% |
| 7D | -5.6% | -3.4% | -2.2% | -5.5% |
| 30D | -13.7% | -15.1% | +1.4% | -13.4% |
| 3M | -0.4% | -10.8% | +10.4% | -0.6% |
| 6M | +26.2% | +15.7% | +10.6% | +23.0% |
| YTD | +73.2% | +80.1% | -6.9% | +65.3% |
| 1Y | +161.6% | +116.7% | +44.9% | +146.7% |
| All | +347.3% | +473.8% | -126.5% | +311.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling