+22.6%
UMAC vs ALM
+10.4%
+12.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -6.5% | 0.0% | -2.9% |
| 7D | +10.1% | -4.0% | +14.2% | +13.3% |
| 30D | -39.1% | -30.5% | -8.6% | -25.4% |
| 3M | -56.2% | -46.9% | -9.3% | -39.8% |
| 6M | -16.2% | -65.5% | +49.3% | +39.4% |
| YTD | -7.1% | -13.4% | +6.3% | +3.4% |
| All | +22.6% | +10.4% | +12.2% | +26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling