-45.5%
FICO vs UMAC
+197.5%
-243.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.8% | -11.2% | -0.4% |
| 7D | -0.9% | -23.4% | +22.4% | -1.0% |
| 30D | +3.3% | -45.6% | +49.0% | +3.1% |
| 3M | -31.7% | -50.9% | +19.2% | -31.9% |
| 6M | -34.0% | -16.5% | -17.4% | -34.5% |
| YTD | -58.3% | -6.6% | -51.7% | -59.0% |
| 1Y | -57.9% | +10.7% | -68.6% | -58.9% |
| All | -45.5% | +197.5% | -243.0% | -51.3% |
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