-58.8%
ADBE vs UMAC
+488.3%
-547.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.2% | +0.9% | -2.3% |
| 7D | -12.9% | -4.0% | -8.9% | -12.9% |
| 30D | -5.6% | -9.4% | +3.8% | -5.6% |
| 3M | +6.6% | +3.0% | +3.6% | +6.6% |
| 6M | -9.6% | +27.2% | -36.7% | -10.1% |
| YTD | -28.9% | +84.7% | -113.6% | -29.7% |
| 1Y | -28.9% | +136.5% | -165.4% | -30.3% |
| All | -58.8% | +488.3% | -547.1% | -61.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling