+423.5%
EAT vs UMAC
+494.0%
-70.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.6% | +0.6% |
| 7D | 0.0% | -0.9% | +0.9% | 0.0% |
| 30D | +1.9% | -7.7% | +9.5% | +1.9% |
| 3M | +68.7% | -26.4% | +95.1% | +69.1% |
| 6M | +66.9% | +61.9% | +5.0% | +62.5% |
| YTD | +60.4% | +86.5% | -26.1% | +55.2% |
| 1Y | +44.0% | +156.3% | -112.3% | +37.7% |
| All | +423.5% | +494.0% | -70.5% | +385.9% |
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 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