+66.6%
BROS vs UMAC
+549.5%
-482.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +9.3% | -10.8% | -2.0% |
| 7D | -0.9% | +14.7% | -15.6% | -1.6% |
| 30D | -13.5% | -0.5% | -13.0% | -13.7% |
| 3M | -18.4% | +0.5% | -18.9% | -19.1% |
| 6M | -10.6% | +57.9% | -68.5% | -14.8% |
| YTD | -25.1% | +103.9% | -129.0% | -30.0% |
| 1Y | -28.6% | +159.3% | -187.9% | -34.9% |
| All | +66.6% | +549.5% | -482.9% | +22.5% |
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