+63.9%
CSCO vs UMAC
+164.0%
-100.1%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.6% | +0.7% |
| 7D | -0.7% | -0.9% | +0.3% | -0.6% |
| 30D | -10.1% | -7.7% | -2.5% | -10.1% |
| 3M | -15.7% | -26.4% | +10.8% | -15.3% |
| 6M | +36.3% | +61.9% | -25.6% | +31.5% |
| YTD | +43.8% | +86.5% | -42.7% | +37.8% |
| 1Y | +63.9% | +156.3% | -92.4% | +57.2% |
| All | +63.9% | +164.0% | -100.1% | +57.2% |
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 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