+757.4%
UMAC vs ALHC
+105.8%
+651.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -0.6% | +9.9% | +9.5% |
| 7D | +14.7% | -1.0% | +15.7% | +14.9% |
| 30D | -0.5% | -6.3% | +5.8% | +0.9% |
| 3M | +0.5% | -12.3% | +12.8% | +0.1% |
| 6M | +57.9% | -27.0% | +84.9% | +61.4% |
| YTD | +103.9% | -31.8% | +135.8% | +113.0% |
| 1Y | +159.3% | -17.0% | +176.3% | +153.3% |
| All | +757.4% | +105.8% | +651.6% | +455.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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