+5.5%
AZO vs UMAC
+473.8%
-468.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | -0.2% |
| 7D | -3.6% | -3.4% | -0.2% | -3.6% |
| 30D | -5.6% | -15.1% | +9.5% | -5.6% |
| 3M | -6.6% | -10.8% | +4.1% | -6.5% |
| 6M | -22.5% | +15.7% | -38.2% | -22.2% |
| YTD | -15.2% | +80.1% | -95.3% | -14.6% |
| 1Y | -33.9% | +116.7% | -150.7% | -33.4% |
| All | +5.5% | +473.8% | -468.3% | +8.9% |
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