+20.2%
FERG vs UMAC
+473.8%
-453.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.2% | +0.8% |
| 7D | -2.6% | -3.4% | +0.8% | -2.5% |
| 30D | -8.9% | -15.1% | +6.2% | -8.6% |
| 3M | -2.0% | -10.8% | +8.7% | -2.2% |
| 6M | -3.2% | +15.7% | -18.9% | -4.9% |
| YTD | +1.5% | +80.1% | -78.6% | -2.0% |
| 1Y | +0.5% | +116.7% | -116.2% | -3.9% |
| All | +20.2% | +473.8% | -453.6% | +8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling