+32.7%
EQIX vs UMAC
+508.0%
-475.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.4% | +6.6% | +0.3% |
| 7D | +2.3% | +3.3% | -0.9% | +2.2% |
| 30D | +0.4% | -10.4% | +10.8% | +0.6% |
| 3M | -1.1% | +1.8% | -2.9% | -1.6% |
| 6M | +11.5% | +40.7% | -29.3% | +9.2% |
| YTD | +38.2% | +90.9% | -52.7% | +33.8% |
| 1Y | +36.7% | +151.8% | -115.1% | +30.6% |
| All | +32.7% | +508.0% | -475.3% | +14.6% |
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