+13.4%
AUR vs UMAC
+164.0%
-150.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +0.9% |
| 7D | +8.7% | -0.9% | +9.7% | +9.0% |
| 30D | -5.2% | -7.7% | +2.4% | -5.0% |
| 3M | -7.3% | -26.4% | +19.1% | -4.7% |
| 6M | +41.2% | +61.9% | -20.7% | +14.7% |
| YTD | +65.1% | +86.5% | -21.4% | +24.9% |
| 1Y | +13.4% | +156.3% | -142.9% | -21.4% |
| All | +13.4% | +164.0% | -150.6% | -21.4% |
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