+20.0%
AWK vs UMAC
+2.9%
+17.1%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -10.9% | +13.1% | +1.8% |
| 7D | +7.0% | -26.0% | +33.1% | +6.1% |
| 30D | +17.0% | -40.3% | +57.4% | +15.4% |
| 3M | +12.4% | -51.1% | +63.5% | +10.5% |
| 6M | +19.6% | -5.6% | +25.2% | +20.8% |
| YTD | +17.0% | +2.3% | +14.8% | +21.3% |
| 1Y | +20.0% | +7.9% | +12.1% | +25.7% |
| All | +20.0% | +2.9% | +17.1% | +25.7% |
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