+133.5%
CAPR vs UMAC
+549.5%
-416.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +9.3% | -13.0% | -4.9% |
| 7D | -9.5% | +14.7% | -24.2% | -11.3% |
| 30D | +121.5% | -0.5% | +122.0% | +121.7% |
| 3M | -65.4% | +0.5% | -65.9% | -66.8% |
| 6M | -67.5% | +57.9% | -125.5% | -72.1% |
| YTD | -68.6% | +103.9% | -172.5% | -74.3% |
| 1Y | +42.7% | +159.3% | -116.6% | +11.8% |
| All | +133.5% | +549.5% | -416.0% | +73.9% |
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 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