+156.3%
UMAC vs ALC
-10.2%
+166.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.2% | -0.9% | -3.5% |
| 7D | -0.9% | -2.1% | +1.2% | -1.3% |
| 30D | -7.7% | -0.1% | -7.6% | -7.5% |
| 3M | -26.4% | +5.9% | -32.3% | -24.7% |
| 6M | +61.9% | -15.9% | +77.8% | +68.9% |
| YTD | +86.5% | -10.1% | +96.6% | +91.8% |
| 1Y | +156.3% | -10.2% | +166.5% | +174.1% |
| All | +156.3% | -10.2% | +166.5% | +174.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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