+315.5%
UMAC vs ALLY
+14.5%
+301.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.2% | -4.4% | -5.0% |
| 7D | -13.9% | -0.7% | -13.2% | -13.6% |
| 30D | -39.6% | +1.1% | -40.7% | -40.2% |
| 3M | -53.6% | -13.2% | -40.4% | -48.3% |
| 6M | -6.2% | -13.5% | +7.3% | +4.3% |
| YTD | -1.2% | -14.3% | +13.1% | +9.2% |
| 1Y | +9.7% | -1.1% | +10.8% | +8.8% |
| All | +315.5% | +14.5% | +301.0% | +269.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling