+79.3%
AAPL vs UMAC
+488.3%
-409.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.2% | +6.8% | +3.6% |
| 7D | -0.5% | -4.0% | +3.5% | -0.4% |
| 30D | +7.1% | -9.4% | +16.5% | +7.2% |
| 3M | +12.1% | +3.0% | +9.1% | +11.6% |
| 6M | +25.4% | +27.2% | -1.8% | +23.6% |
| YTD | +20.5% | +84.7% | -64.2% | +17.5% |
| 1Y | +44.5% | +136.5% | -92.0% | +39.8% |
| All | +79.3% | +488.3% | -409.0% | +70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling