+155.0%
ASX vs UMAC
+12.8%
+142.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.5% | +6.1% | +6.5% |
| 7D | +0.8% | -2.9% | +3.7% | +1.6% |
| 30D | -20.4% | -35.6% | +15.2% | -15.2% |
| 3M | -2.1% | -51.3% | +49.1% | +6.7% |
| 6M | +8.2% | -17.5% | +25.8% | +10.4% |
| YTD | +137.3% | -0.7% | +138.0% | +131.6% |
| 1Y | +155.0% | +16.5% | +138.5% | +141.1% |
| All | +155.0% | +12.8% | +142.2% | +141.1% |
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