+86.6%
AXON vs UMAC
+549.5%
-462.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +9.3% | -11.3% | -2.6% |
| 7D | -2.5% | +14.7% | -17.2% | -3.4% |
| 30D | -11.5% | -0.5% | -11.0% | -11.8% |
| 3M | +7.3% | +0.5% | +6.8% | +6.2% |
| 6M | -11.9% | +57.9% | -69.9% | -16.3% |
| YTD | -11.0% | +103.9% | -114.9% | -16.8% |
| 1Y | -31.8% | +159.3% | -191.0% | -37.2% |
| All | +86.6% | +549.5% | -462.9% | +55.4% |
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