+156.3%
EBAY vs UMAC
+508.0%
-351.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.4% | +5.4% | -1.0% |
| 7D | -3.0% | +3.3% | -6.3% | -3.0% |
| 30D | -3.6% | -10.4% | +6.8% | -3.6% |
| 3M | -4.4% | +1.8% | -6.2% | -4.7% |
| 6M | +12.1% | +40.7% | -28.7% | +10.6% |
| YTD | +19.9% | +90.9% | -71.0% | +17.9% |
| 1Y | +13.4% | +151.8% | -138.4% | +11.2% |
| All | +156.3% | +508.0% | -351.7% | +148.0% |
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