+156.3%
UMAC vs ARWR
+208.4%
-52.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.0% |
| 7D | -0.9% | +1.7% | -2.6% | -1.5% |
| 30D | -7.7% | -0.7% | -7.0% | -7.4% |
| 3M | -26.4% | +14.9% | -41.3% | -30.1% |
| 6M | +61.9% | +32.6% | +29.2% | +46.1% |
| YTD | +86.5% | +30.0% | +56.4% | +70.1% |
| 1Y | +156.3% | +208.4% | -52.0% | +96.9% |
| All | +156.3% | +208.4% | -52.0% | +96.9% |
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