+32.0%
EQIX vs UMAC
+473.8%
-441.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +3.8% | +1.4% |
| 7D | +0.2% | -3.4% | +3.6% | +0.2% |
| 30D | -2.5% | -15.1% | +12.6% | -2.2% |
| 3M | 0.0% | -10.8% | +10.7% | -0.2% |
| 6M | +7.6% | +15.7% | -8.0% | +5.9% |
| YTD | +37.5% | +80.1% | -42.6% | +33.3% |
| 1Y | +32.9% | +116.7% | -83.8% | +27.5% |
| All | +32.0% | +473.8% | -441.7% | +14.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling