+702.6%
UMAC vs ALM
+1,718.5%
-1,015.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.1% | -2.3% | -5.3% |
| 7D | +3.3% | +3.6% | -0.3% | +2.5% |
| 30D | -10.4% | +33.8% | -44.2% | -17.1% |
| 3M | +1.8% | +14.8% | -13.0% | -2.3% |
| 6M | +40.7% | -7.0% | +47.7% | +40.5% |
| YTD | +90.9% | +108.1% | -17.2% | +69.5% |
| 1Y | +151.8% | +313.8% | -162.0% | +108.3% |
| All | +702.6% | +1,718.5% | -1,015.8% | +727.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling