+70.9%
D vs UMAC
+195.7%
-124.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.5% | +5.7% | -0.8% |
| 7D | -3.1% | +10.1% | -13.2% | -3.1% |
| 30D | +8.4% | -39.1% | +47.5% | +8.8% |
| 3M | +0.2% | -56.2% | +56.5% | +0.8% |
| 6M | +9.5% | -16.2% | +25.7% | +9.1% |
| YTD | +18.8% | -7.1% | +25.9% | +18.0% |
| 1Y | +14.7% | +10.3% | +4.5% | +13.5% |
| All | +70.9% | +195.7% | -124.9% | +58.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling