+50.6%
BABA vs UMAC
+237.0%
-186.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +13.3% | -17.0% | -4.1% |
| 7D | +3.8% | -5.5% | +9.4% | +3.9% |
| 30D | -5.4% | -35.3% | +29.9% | -4.2% |
| 3M | -17.9% | -48.4% | +30.4% | -16.5% |
| 6M | -24.1% | +0.4% | -24.5% | -25.3% |
| YTD | -27.4% | +5.8% | -33.3% | -29.2% |
| 1Y | -36.1% | +27.3% | -63.4% | -38.2% |
| All | +50.6% | +237.0% | -186.4% | +41.1% |
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 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