+54.4%
B vs UMAC
+146.7%
-92.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.4% | +7.5% | +1.8% |
| 7D | +1.0% | +3.3% | -2.2% | +0.6% |
| 30D | +9.5% | -10.4% | +19.9% | +9.8% |
| 3M | +14.3% | +1.8% | +12.6% | +11.6% |
| 6M | -1.9% | +40.7% | -42.6% | -10.1% |
| YTD | +4.1% | +90.9% | -86.8% | -9.2% |
| All | +54.4% | +146.7% | -92.2% | +20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling