+14.8%
ABNB vs UMAC
+473.8%
-458.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +4.0% | +1.6% |
| 7D | -6.5% | -3.4% | -3.0% | -6.4% |
| 30D | -5.5% | -15.1% | +9.6% | -5.3% |
| 3M | +30.0% | -10.8% | +40.8% | +29.9% |
| 6M | +27.6% | +15.7% | +11.9% | +25.4% |
| YTD | +25.4% | +80.1% | -54.7% | +21.4% |
| 1Y | +38.3% | +116.7% | -78.4% | +32.5% |
| All | +14.8% | +473.8% | -458.9% | +2.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling