-24.6%
UMAC vs ALM
-62.1%
+37.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +7.7% | -12.4% | -10.2% |
| 7D | -5.2% | +1.2% | -6.4% | -6.1% |
| 30D | -36.4% | -19.3% | -17.0% | -25.9% |
| 3M | -58.6% | -40.6% | -17.9% | -43.3% |
| 6M | -24.6% | -57.9% | +33.3% | +38.2% |
| All | -24.6% | -62.1% | +37.4% | +38.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling