+757.4%
UMAC vs ALM
+1,796.8%
-1,039.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +8.8% | +0.5% | +7.0% |
| 7D | +14.7% | +8.4% | +6.3% | +12.4% |
| 30D | -0.5% | +34.8% | -35.3% | -8.2% |
| 3M | +0.5% | +16.2% | -15.7% | -4.0% |
| 6M | +57.9% | +2.1% | +55.8% | +54.6% |
| YTD | +103.9% | +117.0% | -13.1% | +79.0% |
| 1Y | +159.3% | +313.9% | -154.6% | +112.8% |
| All | +757.4% | +1,796.8% | -1,039.4% | +773.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling