+70.9%
ALL vs UMAC
+214.8%
-143.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -6.6% | +9.5% | +2.8% |
| 7D | -0.1% | -13.9% | +13.7% | -0.2% |
| 30D | +13.8% | -39.6% | +53.4% | +13.3% |
| 3M | -2.8% | -53.6% | +50.8% | -3.3% |
| 6M | +23.7% | -6.2% | +29.8% | +23.6% |
| YTD | +27.3% | -1.2% | +28.5% | +27.2% |
| 1Y | +30.5% | +9.7% | +20.9% | +30.4% |
| All | +70.9% | +214.8% | -143.9% | +71.0% |
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 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