+73.6%
AAPL vs UMAC
+549.5%
-475.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +9.3% | -10.5% | -1.4% |
| 7D | -2.7% | +14.7% | -17.4% | -3.0% |
| 30D | +1.0% | -0.5% | +1.5% | +0.9% |
| 3M | +5.0% | +0.5% | +4.5% | +4.6% |
| 6M | +23.0% | +57.9% | -34.9% | +20.8% |
| YTD | +16.6% | +103.9% | -87.3% | +13.6% |
| 1Y | +33.4% | +159.3% | -125.9% | +28.9% |
| All | +73.6% | +549.5% | -475.9% | +64.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling