+200.5%
ANET vs UMAC
+473.8%
-273.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.5% | +8.1% | +5.7% |
| 7D | +3.0% | -3.4% | +6.4% | +3.2% |
| 30D | -5.2% | -15.1% | +9.9% | -4.7% |
| 3M | +27.6% | -10.8% | +38.4% | +27.2% |
| 6M | +44.4% | +15.7% | +28.7% | +40.0% |
| YTD | +52.3% | +80.1% | -27.8% | +44.1% |
| 1Y | +30.4% | +116.7% | -86.3% | +21.6% |
| All | +200.5% | +473.8% | -273.2% | +191.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling