+23.9%
AWK vs UMAC
+549.5%
-525.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +9.3% | -9.6% | -0.2% |
| 7D | +2.2% | +14.7% | -12.5% | +2.3% |
| 30D | +4.4% | -0.5% | +4.9% | +4.5% |
| 3M | +15.4% | +0.5% | +14.9% | +15.6% |
| 6M | +3.5% | +57.9% | -54.4% | +4.1% |
| YTD | +9.8% | +103.9% | -94.1% | +10.6% |
| 1Y | +3.0% | +159.3% | -156.3% | +3.8% |
| All | +23.9% | +549.5% | -525.6% | +18.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling