+146.5%
ASX vs UMAC
+2.9%
+143.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -10.9% | +6.9% | -2.4% |
| 7D | -14.6% | -26.0% | +11.5% | -10.9% |
| 30D | -21.1% | -40.3% | +19.2% | -15.4% |
| 3M | -3.1% | -51.1% | +48.1% | +5.2% |
| 6M | +17.4% | -5.6% | +23.0% | +17.8% |
| YTD | +135.3% | +2.3% | +133.0% | +126.2% |
| 1Y | +146.5% | +7.9% | +138.6% | +133.3% |
| All | +146.5% | +2.9% | +143.6% | +133.3% |
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 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