+27.7%
ALL vs UMAC
+129.0%
-101.3%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.2% | +0.7% |
| 7D | -2.3% | -3.4% | +1.2% | -2.4% |
| 30D | -0.4% | -15.1% | +14.7% | -0.8% |
| 3M | +16.0% | -10.8% | +26.8% | +16.8% |
| 6M | +24.6% | +15.7% | +8.9% | +27.2% |
| YTD | +23.7% | +80.1% | -56.5% | +28.6% |
| 1Y | +27.7% | +116.7% | -89.0% | +35.0% |
| All | +27.7% | +129.0% | -101.3% | +35.0% |
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