+156.3%
UMAC vs AHR
+33.1%
+123.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.9% | -1.2% | -3.9% |
| 7D | -0.9% | -1.5% | +0.5% | -1.5% |
| 30D | -7.7% | -1.4% | -6.3% | -8.5% |
| 3M | -26.4% | +18.6% | -45.0% | -21.3% |
| 6M | +61.9% | +6.6% | +55.3% | +71.1% |
| YTD | +86.5% | +17.5% | +69.0% | +104.7% |
| 1Y | +156.3% | +30.9% | +125.4% | +208.9% |
| All | +156.3% | +33.1% | +123.3% | +208.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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