+684.2%
UMAC vs ALM
+1,643.1%
-958.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.5% | -2.7% |
| 7D | -0.9% | -2.6% | +1.7% | -0.2% |
| 30D | -7.7% | +32.0% | -39.7% | -14.4% |
| 3M | -26.4% | -15.0% | -11.4% | -24.4% |
| 6M | +61.9% | -10.1% | +72.0% | +62.9% |
| YTD | +86.5% | +99.4% | -12.9% | +67.2% |
| 1Y | +156.3% | +316.4% | -160.0% | +113.2% |
| All | +684.2% | +1,643.1% | -958.9% | +716.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling