+33.3%
CAPR vs UMAC
+141.5%
-108.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -6.4% | +1.8% | -2.2% |
| 7D | -12.6% | +3.3% | -15.9% | -14.1% |
| 30D | +124.4% | -10.4% | +134.8% | +132.6% |
| 3M | -66.8% | +1.8% | -68.5% | -71.0% |
| 6M | -71.8% | +40.7% | -112.5% | -84.5% |
| YTD | -70.1% | +90.9% | -161.0% | -90.3% |
| 1Y | +33.3% | +151.8% | -118.4% | -68.7% |
| All | +33.3% | +141.5% | -108.2% | -68.7% |
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