-18.1%
AZN vs UMAC
+35.9%
-54.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.2% | +5.0% | +1.7% |
| 7D | -3.1% | -4.0% | +0.9% | -3.2% |
| 30D | +0.6% | -9.4% | +10.0% | +0.5% |
| 3M | -10.8% | +3.0% | -13.8% | -10.5% |
| 6M | -18.1% | +27.2% | -45.3% | -17.1% |
| All | -18.1% | +35.9% | -54.0% | -17.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling