+56.3%
BABA vs UMAC
+508.0%
-451.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.4% | +3.5% | -2.7% |
| 7D | -2.2% | +3.3% | -5.4% | -2.3% |
| 30D | -17.3% | -10.4% | -6.9% | -17.2% |
| 3M | -7.8% | +1.8% | -9.5% | -8.4% |
| 6M | -16.8% | +40.7% | -57.5% | -19.1% |
| YTD | -24.7% | +90.9% | -115.6% | -27.8% |
| 1Y | -24.9% | +151.8% | -176.7% | -28.8% |
| All | +56.3% | +508.0% | -451.7% | +44.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling