+22.2%
A vs UMAC
+2.9%
+19.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -10.9% | +11.9% | +1.7% |
| 7D | -2.4% | -26.0% | +23.7% | -0.4% |
| 30D | +3.6% | -40.3% | +43.9% | +7.0% |
| 3M | +27.5% | -51.1% | +78.6% | +32.6% |
| 6M | +58.5% | -5.6% | +64.1% | +57.2% |
| YTD | +31.2% | +2.3% | +28.9% | +28.0% |
| 1Y | +22.2% | +7.9% | +14.3% | +18.7% |
| All | +22.2% | +2.9% | +19.3% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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