+24.5%
EW vs UMAC
+182.0%
-157.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.6% | +5.9% | +1.3% |
| 7D | +4.9% | -5.2% | +10.1% | +4.9% |
| 30D | +23.9% | -36.4% | +60.3% | +24.3% |
| 3M | +15.8% | -58.6% | +74.4% | +16.5% |
| 6M | +31.7% | -24.6% | +56.3% | +31.2% |
| YTD | +25.7% | -11.5% | +37.1% | +24.7% |
| 1Y | +24.4% | +16.9% | +7.5% | +22.9% |
| All | +24.5% | +182.0% | -157.5% | +17.3% |
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