+136.5%
UMAC vs ARWR
+195.4%
-58.9%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.3% |
| 7D | -4.0% | -4.3% | +0.3% | -2.3% |
| 30D | -9.4% | -7.3% | -2.1% | -6.8% |
| 3M | +3.0% | +17.0% | -14.0% | -3.1% |
| 6M | +27.2% | +39.8% | -12.6% | +12.5% |
| YTD | +84.7% | +24.7% | +60.0% | +70.4% |
| 1Y | +136.5% | +186.5% | -50.0% | +66.5% |
| All | +136.5% | +195.4% | -58.9% | +66.5% |
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