+676.6%
UMAC vs ALM
+1,543.8%
-867.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -9.6% | +6.4% | -0.7% |
| 7D | -4.0% | -7.1% | +3.1% | -2.0% |
| 30D | -9.4% | +24.7% | -34.1% | -14.7% |
| 3M | +3.0% | +8.3% | -5.3% | +0.5% |
| 6M | +27.2% | -22.2% | +49.4% | +31.9% |
| YTD | +84.7% | +88.1% | -3.4% | +68.3% |
| 1Y | +136.5% | +272.4% | -135.9% | +100.8% |
| All | +676.6% | +1,543.8% | -867.3% | +721.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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