-27.9%
FICO vs UMAC
+494.0%
-521.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -3.1% | -13.6% | -16.7% |
| 7D | -19.2% | -0.9% | -18.3% | -19.2% |
| 30D | -14.6% | -7.7% | -6.9% | -14.6% |
| 3M | -20.1% | -26.4% | +6.3% | -19.7% |
| 6M | -36.3% | +61.9% | -98.2% | -36.8% |
| YTD | -44.9% | +86.5% | -131.4% | -45.6% |
| 1Y | -38.6% | +156.3% | -194.9% | -40.2% |
| All | -27.9% | +494.0% | -521.9% | -35.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling