-59.0%
FICO vs UMAC
+14.0%
-73.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | +4.0% | -2.9% | +6.9% | +3.9% |
| 30D | -1.5% | -35.6% | +34.1% | -4.8% |
| 3M | -29.8% | -51.3% | +21.5% | -33.1% |
| 6M | -33.3% | -17.5% | -15.7% | -31.7% |
| YTD | -56.9% | -0.7% | -56.2% | -55.2% |
| All | -59.0% | +14.0% | -73.0% | -57.4% |
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