+388.2%
EAT vs UMAC
+488.3%
-100.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +3.0% | -0.2% |
| 7D | -6.2% | -4.0% | -2.2% | -6.1% |
| 30D | -3.0% | -9.4% | +6.4% | -3.0% |
| 3M | +45.6% | +3.0% | +42.7% | +45.0% |
| 6M | +53.5% | +27.2% | +26.4% | +50.4% |
| YTD | +49.6% | +84.7% | -35.1% | +44.8% |
| 1Y | +38.9% | +136.5% | -97.6% | +33.1% |
| All | +388.2% | +488.3% | -100.1% | +353.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling