+2,656.2%
AXTI vs UMAC
+473.8%
+2,182.4%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.4% |
| 7D | +5.1% | -3.4% | +8.5% | +5.6% |
| 30D | -17.5% | -15.1% | -2.4% | -16.2% |
| 3M | -26.7% | -10.8% | -15.9% | -26.3% |
| 6M | +36.8% | +15.7% | +21.1% | +29.2% |
| YTD | +296.1% | +80.1% | +216.0% | +250.8% |
| 1Y | +1,810.6% | +116.7% | +1,693.9% | +1,547.1% |
| All | +2,656.2% | +473.8% | +2,182.4% | +1,759.8% |
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