-39.3%
FICO vs UMAC
+168.1%
-207.4%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +9.3% | -9.2% | +0.6% |
| 7D | -15.4% | +14.7% | -30.1% | -14.8% |
| 30D | -10.4% | -0.5% | -9.9% | -10.1% |
| 3M | -22.7% | +0.5% | -23.2% | -20.8% |
| 6M | -36.8% | +57.9% | -94.7% | -32.7% |
| YTD | -44.8% | +103.9% | -148.7% | -41.2% |
| 1Y | -39.3% | +159.3% | -198.6% | -34.4% |
| All | -39.3% | +168.1% | -207.4% | -34.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling