+110.8%
EAT vs UMAC
+2.9%
+107.9%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -10.9% | +17.2% | +6.2% |
| 7D | -0.1% | -26.0% | +25.9% | -0.2% |
| 30D | +13.5% | -40.3% | +53.8% | +13.4% |
| 3M | +1.0% | -51.1% | +52.1% | +0.9% |
| 6M | +57.3% | -5.6% | +62.9% | +53.0% |
| YTD | +53.6% | +2.3% | +51.3% | +47.9% |
| 1Y | +110.8% | +7.9% | +102.9% | +103.3% |
| All | +110.8% | +2.9% | +107.9% | +103.3% |
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