+16.9%
D vs UMAC
+164.0%
-147.1%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.6% | -1.4% |
| 7D | +0.4% | -0.9% | +1.4% | +0.4% |
| 30D | -3.6% | -7.7% | +4.1% | -3.5% |
| 3M | -1.0% | -26.4% | +25.4% | -0.8% |
| 6M | +6.3% | +61.9% | -55.6% | +8.4% |
| YTD | +14.7% | +86.5% | -71.8% | +18.0% |
| 1Y | +16.9% | +156.3% | -139.4% | +22.6% |
| All | +16.9% | +164.0% | -147.1% | +22.6% |
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