+17.7%
F vs UMAC
+214.8%
-197.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.6% | +5.9% | -0.6% |
| 7D | +1.0% | -13.9% | +14.9% | +1.2% |
| 30D | +2.1% | -39.6% | +41.7% | +3.2% |
| 3M | -10.3% | -53.6% | +43.4% | -8.8% |
| 6M | +3.3% | -6.2% | +9.4% | +2.7% |
| YTD | -2.0% | -1.2% | -0.8% | -2.9% |
| 1Y | -2.3% | +9.7% | -12.0% | -3.6% |
| All | +17.7% | +214.8% | -197.1% | +16.4% |
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