+317.5%
UMAC vs ALC
-3.7%
+321.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.6% | +0.9% |
| 7D | -2.9% | -6.3% | +3.4% | -1.7% |
| 30D | -35.6% | +12.6% | -48.2% | -37.8% |
| 3M | -51.3% | -3.8% | -47.5% | -50.8% |
| 6M | -17.5% | +16.8% | -34.4% | -22.9% |
| YTD | -0.7% | -7.6% | +6.9% | +1.8% |
| 1Y | +16.5% | -5.9% | +22.4% | +17.7% |
| All | +317.5% | -3.7% | +321.2% | +409.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling