-21.4%
ABT vs UMAC
+129.0%
-150.4%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -1.4% |
| 7D | -5.9% | -3.4% | -2.5% | -5.9% |
| 30D | -8.1% | -15.1% | +7.0% | -8.3% |
| 3M | +14.5% | -10.8% | +25.3% | +15.3% |
| 6M | -6.3% | +15.7% | -22.0% | -5.1% |
| YTD | -17.1% | +80.1% | -97.3% | -15.9% |
| 1Y | -21.4% | +116.7% | -138.1% | -21.4% |
| All | -21.4% | +129.0% | -150.4% | -21.4% |
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