+7.9%
UMAC vs ARWR
+59.7%
-51.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | +3.6% | -14.4% | -12.2% |
| 7D | -26.0% | +2.4% | -28.4% | -26.8% |
| 30D | -40.3% | -1.1% | -39.2% | -40.2% |
| 3M | -51.1% | -31.2% | -20.0% | -44.6% |
| 6M | -5.6% | -19.3% | +13.6% | +1.1% |
| YTD | +2.3% | -7.1% | +9.4% | +5.9% |
| 1Y | +7.9% | +62.9% | -55.0% | -12.2% |
| All | +7.9% | +59.7% | -51.9% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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