+36.9%
AZN vs UMAC
+473.8%
-436.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.3% |
| 7D | -1.6% | -3.4% | +1.9% | -1.5% |
| 30D | +1.1% | -15.1% | +16.1% | +1.1% |
| 3M | -12.1% | -10.8% | -1.4% | -12.2% |
| 6M | -17.1% | +15.7% | -32.8% | -17.7% |
| YTD | -12.0% | +80.1% | -92.1% | -13.2% |
| 1Y | -0.2% | +116.7% | -116.9% | -2.1% |
| All | +36.9% | +473.8% | -436.8% | +28.5% |
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