+365.1%
ASX vs UMAC
+508.0%
-142.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -6.4% | +9.9% | +3.9% |
| 7D | +11.1% | +3.3% | +7.8% | +10.9% |
| 30D | +9.6% | -10.4% | +20.0% | +9.9% |
| 3M | +18.6% | +1.8% | +16.9% | +17.5% |
| 6M | +92.1% | +40.7% | +51.4% | +85.6% |
| YTD | +158.5% | +90.9% | +67.6% | +145.7% |
| 1Y | +271.9% | +151.8% | +120.1% | +247.9% |
| All | +365.1% | +508.0% | -142.9% | +327.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling