+74.4%
CAPR vs UMAC
+6.6%
+67.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -6.5% | -2.3% | -6.1% |
| 7D | +19.1% | +10.1% | +8.9% | +14.8% |
| 30D | +48.8% | -39.1% | +88.0% | +78.8% |
| 3M | +144.4% | -56.2% | +200.6% | +233.9% |
| 6M | -67.5% | -16.2% | -51.3% | -80.2% |
| YTD | -64.5% | -7.1% | -57.4% | -93.3% |
| 1Y | +74.4% | +10.3% | +64.2% | -96.7% |
| All | +74.4% | +6.6% | +67.9% | -96.7% |
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