+23.4%
AWK vs UMAC
+488.3%
-464.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | -0.4% |
| 7D | -0.7% | -4.0% | +3.3% | -0.8% |
| 30D | +2.8% | -9.4% | +12.2% | +2.8% |
| 3M | +11.3% | +3.0% | +8.3% | +11.5% |
| 6M | +6.7% | +27.2% | -20.5% | +7.2% |
| YTD | +9.4% | +84.7% | -75.3% | +10.1% |
| 1Y | +3.7% | +136.5% | -132.8% | +4.5% |
| All | +23.4% | +488.3% | -464.8% | +18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling