+151.8%
UMAC vs ALLY
+4.3%
+147.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.1% | -5.3% | -5.6% |
| 7D | +3.3% | -1.9% | +5.2% | +4.4% |
| 30D | -10.4% | -4.5% | -5.9% | -7.0% |
| 3M | +1.8% | -2.8% | +4.6% | +3.7% |
| 6M | +40.7% | +10.3% | +30.4% | +30.2% |
| YTD | +90.9% | -5.7% | +96.6% | +101.2% |
| 1Y | +151.8% | +3.9% | +147.8% | +136.5% |
| All | +151.8% | +4.3% | +147.5% | +136.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling