+272.3%
UMAC vs ALLY
+16.4%
+255.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.8% | -5.5% | -5.2% |
| 7D | -5.2% | +0.4% | -5.6% | -5.3% |
| 30D | -36.4% | +5.2% | -41.6% | -39.0% |
| 3M | -58.6% | -13.3% | -45.3% | -53.9% |
| 6M | -24.6% | -6.7% | -18.0% | -20.1% |
| YTD | -11.5% | -12.8% | +1.4% | -3.4% |
| 1Y | +16.9% | +0.7% | +16.2% | +14.3% |
| All | +272.3% | +16.4% | +255.9% | +227.2% |
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