+65.1%
FAST vs UMAC
+237.0%
-171.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +13.3% | -10.3% | +2.9% |
| 7D | +3.8% | -5.5% | +9.4% | +3.8% |
| 30D | +8.1% | -35.3% | +43.4% | +8.3% |
| 3M | +5.8% | -48.4% | +54.2% | +6.1% |
| 6M | +24.9% | +0.4% | +24.4% | +24.4% |
| YTD | +38.9% | +5.8% | +33.1% | +38.0% |
| 1Y | +36.5% | +27.3% | +9.2% | +35.3% |
| All | +65.1% | +237.0% | -171.9% | +63.4% |
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 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