-51.1%
FIS vs UMAC
+2.9%
-54.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | -10.9% | -12.8% | -23.9% |
| 7D | -18.4% | -26.0% | +7.6% | -19.1% |
| 30D | -11.4% | -40.3% | +28.9% | -12.5% |
| 3M | -32.0% | -51.1% | +19.2% | -32.9% |
| 6M | -35.6% | -5.6% | -30.0% | -35.2% |
| YTD | -53.8% | +2.3% | -56.1% | -53.6% |
| 1Y | -51.1% | +7.9% | -58.9% | -51.0% |
| All | -51.1% | +2.9% | -54.0% | -51.0% |
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