+66.7%
AU vs UMAC
+129.0%
-62.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +0.8% |
| 7D | -4.3% | -3.4% | -0.9% | -4.0% |
| 30D | +7.3% | -15.1% | +22.4% | +8.1% |
| 3M | +26.3% | -10.8% | +37.1% | +24.9% |
| 6M | +1.8% | +15.7% | -13.9% | -3.9% |
| YTD | +26.8% | +80.1% | -53.3% | +12.2% |
| 1Y | +66.7% | +116.7% | -50.0% | +35.6% |
| All | +66.7% | +129.0% | -62.4% | +35.6% |
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