-24.0%
FICO vs UMAC
+508.0%
-532.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -6.4% | +11.7% | +5.3% |
| 7D | -10.6% | +3.3% | -13.8% | -10.6% |
| 30D | -6.3% | -10.4% | +4.1% | -6.4% |
| 3M | -19.7% | +1.8% | -21.5% | -19.6% |
| 6M | -31.8% | +40.7% | -72.5% | -32.1% |
| YTD | -41.8% | +90.9% | -132.7% | -42.7% |
| 1Y | -36.4% | +151.8% | -188.2% | -38.0% |
| All | -24.0% | +508.0% | -532.0% | -31.9% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling