+43.7%
BLK vs UMAC
+488.3%
-444.6%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.4% | -0.8% |
| 7D | -5.2% | -4.0% | -1.2% | -5.1% |
| 30D | -7.0% | -9.4% | +2.3% | -7.0% |
| 3M | +5.7% | +3.0% | +2.7% | +5.1% |
| 6M | +11.0% | +27.2% | -16.2% | +8.9% |
| YTD | +0.9% | +84.7% | -83.8% | -2.4% |
| 1Y | -1.6% | +136.5% | -138.1% | -5.9% |
| All | +43.7% | +488.3% | -444.6% | +33.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling