+349.2%
ASX vs UMAC
+549.5%
-200.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +9.3% | -3.3% | +5.6% |
| 7D | +6.3% | +14.7% | -8.4% | +5.5% |
| 30D | +6.4% | -0.5% | +6.9% | +6.1% |
| 3M | +13.1% | +0.5% | +12.6% | +12.1% |
| 6M | +90.3% | +57.9% | +32.4% | +82.9% |
| YTD | +149.6% | +103.9% | +45.7% | +136.5% |
| 1Y | +249.2% | +159.3% | +89.9% | +225.9% |
| All | +349.2% | +549.5% | -200.3% | +311.0% |
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