+33.7%
EAT vs UMAC
+129.0%
-95.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.4% | -1.0% |
| 7D | -7.7% | -3.4% | -4.3% | -7.7% |
| 30D | -13.6% | -15.1% | +1.5% | -13.6% |
| 3M | +33.9% | -10.8% | +44.6% | +34.1% |
| 6M | +47.2% | +15.7% | +31.5% | +43.9% |
| YTD | +48.1% | +80.1% | -32.1% | +43.7% |
| 1Y | +33.7% | +116.7% | -83.0% | +31.9% |
| All | +33.7% | +129.0% | -95.4% | +31.9% |
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