-67.5%
CAPR vs UMAC
-19.8%
-47.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -6.5% | -2.3% | -8.2% |
| 7D | +19.1% | +10.1% | +8.9% | +18.6% |
| 30D | +48.8% | -39.1% | +88.0% | +53.7% |
| 3M | +144.4% | -56.2% | +200.6% | +156.8% |
| 6M | -67.5% | -16.2% | -51.3% | -65.2% |
| All | -67.5% | -19.8% | -47.7% | -65.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling