+59.0%
AXP vs UMAC
+494.0%
-435.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | -1.0% |
| 7D | -2.1% | -0.9% | -1.2% | -2.1% |
| 30D | -6.5% | -7.7% | +1.1% | -6.5% |
| 3M | +4.6% | -26.4% | +31.1% | +4.9% |
| 6M | +5.4% | +61.9% | -56.4% | +3.3% |
| YTD | -11.1% | +86.5% | -97.6% | -13.4% |
| 1Y | -0.3% | +156.3% | -156.6% | -3.9% |
| All | +59.0% | +494.0% | -435.0% | +52.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling