+702.6%
UMAC vs ALC
-9.0%
+711.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.0% | -5.4% | -6.1% |
| 7D | +3.3% | -5.3% | +8.5% | +4.8% |
| 30D | -10.4% | -7.1% | -3.3% | -8.4% |
| 3M | +1.8% | +0.8% | +1.0% | +1.2% |
| 6M | +40.7% | -16.0% | +56.7% | +51.0% |
| YTD | +90.9% | -12.7% | +103.6% | +99.2% |
| 1Y | +151.8% | -12.8% | +164.6% | +161.9% |
| All | +702.6% | -9.0% | +711.7% | +897.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling