+38.4%
F vs UMAC
+494.0%
-455.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.1% | +4.5% | +1.5% |
| 7D | +5.3% | -0.9% | +6.2% | +5.4% |
| 30D | +4.6% | -7.7% | +12.2% | +4.7% |
| 3M | -3.7% | -26.4% | +22.8% | -3.3% |
| 6M | +16.8% | +61.9% | -45.0% | +14.6% |
| YTD | +15.3% | +86.5% | -71.2% | +12.6% |
| 1Y | +31.0% | +156.3% | -125.3% | +27.1% |
| All | +38.4% | +494.0% | -455.6% | +35.1% |
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