-69.7%
RAM vs UMAC
-39.5%
-30.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -10.9% | +0.6% | -3.1% |
| 7D | -31.3% | -26.0% | -5.2% | -15.6% |
| 30D | -49.4% | -40.3% | -9.1% | -28.9% |
| 3M | -41.4% | -51.1% | +9.8% | -19.4% |
| All | -69.7% | -39.5% | -30.2% | -70.8% |
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 · Available span rolling