+50.1%
EMR vs UMAC
+549.5%
-499.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +9.3% | -9.8% | -0.8% |
| 7D | +3.1% | +14.7% | -11.6% | +2.5% |
| 30D | -3.5% | -0.5% | -3.0% | -3.8% |
| 3M | +9.8% | +0.5% | +9.3% | +9.0% |
| 6M | +10.8% | +57.9% | -47.1% | +6.8% |
| YTD | +15.9% | +103.9% | -88.0% | +10.2% |
| 1Y | +16.4% | +159.3% | -142.8% | +9.2% |
| All | +50.1% | +549.5% | -499.4% | +31.4% |
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 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