+116.7%
UMAC vs JAAA
+4.9%
+111.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.5% | -3.1% |
| 7D | -3.4% | +0.1% | -3.5% | -4.0% |
| 30D | -15.1% | +0.5% | -15.6% | -18.8% |
| 3M | -10.8% | +1.3% | -12.0% | -19.7% |
| 6M | +15.7% | +2.8% | +12.9% | -12.3% |
| YTD | +80.1% | +3.3% | +76.9% | +27.3% |
| 1Y | +116.7% | +4.9% | +111.8% | -3.2% |
| All | +116.7% | +4.9% | +111.8% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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