-9.0%
AUR vs UMAC
+2.9%
-12.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -10.9% | +6.4% | -2.3% |
| 7D | -19.8% | -26.0% | +6.2% | -15.0% |
| 30D | -29.0% | -40.3% | +11.3% | -21.6% |
| 3M | -43.6% | -51.1% | +7.6% | -36.3% |
| 6M | -36.6% | -5.6% | -31.0% | -40.5% |
| YTD | +6.3% | +2.3% | +4.0% | -11.0% |
| 1Y | -9.0% | +7.9% | -16.9% | -24.7% |
| All | -9.0% | +2.9% | -12.0% | -24.7% |
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