+287.9%
ASX vs UMAC
+237.0%
+50.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +13.3% | -4.6% | +7.7% |
| 7D | -12.3% | -5.5% | -6.7% | -11.9% |
| 30D | -26.0% | -35.3% | +9.3% | -23.9% |
| 3M | -8.1% | -48.4% | +40.3% | -4.8% |
| 6M | +1.4% | +0.4% | +0.9% | +1.1% |
| YTD | +115.6% | +5.8% | +109.8% | +112.3% |
| 1Y | +128.0% | +27.3% | +100.7% | +122.3% |
| All | +287.9% | +237.0% | +50.9% | +269.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling