+757.4%
UMAC vs ALLY
+27.3%
+730.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -3.3% | +12.7% | +11.8% |
| 7D | +14.7% | +1.0% | +13.7% | +13.5% |
| 30D | -0.5% | -3.3% | +2.8% | +2.5% |
| 3M | +0.5% | +0.5% | 0.0% | +0.5% |
| 6M | +57.9% | +12.6% | +45.3% | +44.0% |
| YTD | +103.9% | -4.7% | +108.6% | +108.6% |
| 1Y | +159.3% | +5.2% | +154.0% | +146.0% |
| All | +757.4% | +27.3% | +730.1% | +606.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling