+18.0%
EBAY vs UMAC
+129.0%
-111.0%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.5% | +5.1% | +2.7% |
| 7D | +4.2% | -3.4% | +7.6% | +4.3% |
| 30D | +5.6% | -15.1% | +20.7% | +6.0% |
| 3M | -1.4% | -10.8% | +9.4% | -1.7% |
| 6M | +18.2% | +15.7% | +2.5% | +13.5% |
| YTD | +24.8% | +80.1% | -55.3% | +14.8% |
| 1Y | +18.0% | +116.7% | -98.7% | +6.4% |
| All | +18.0% | +129.0% | -111.0% | +6.4% |
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