+684.2%
UMAC vs ALLY
+31.7%
+652.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.4% | -3.3% |
| 7D | -0.9% | +3.7% | -4.6% | -3.5% |
| 30D | -7.7% | -2.3% | -5.4% | -5.4% |
| 3M | -26.4% | +3.8% | -30.3% | -28.1% |
| 6M | +61.9% | +9.7% | +52.1% | +50.2% |
| YTD | +86.5% | -1.4% | +87.9% | +86.6% |
| 1Y | +156.3% | +8.2% | +148.1% | +138.9% |
| All | +684.2% | +31.7% | +652.5% | +532.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling