+757.4%
UMAC vs ARWR
+181.1%
+576.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -1.4% | +10.8% | +10.2% |
| 7D | +14.7% | +2.9% | +11.8% | +12.8% |
| 30D | -0.5% | -2.9% | +2.4% | +1.0% |
| 3M | +0.5% | +15.2% | -14.7% | -8.5% |
| 6M | +57.9% | +42.3% | +15.7% | +25.5% |
| YTD | +103.9% | +28.2% | +75.7% | +70.1% |
| 1Y | +159.3% | +213.2% | -54.0% | +17.0% |
| All | +757.4% | +181.1% | +576.3% | +268.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling