-40.4%
FIS vs UMAC
+138.6%
-179.1%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.2% | +4.4% | +1.1% |
| 7D | -8.9% | -4.0% | -4.9% | -8.9% |
| 30D | -9.9% | -9.4% | -0.5% | -9.9% |
| 3M | 0.0% | +3.0% | -3.0% | +0.8% |
| 6M | -22.9% | +27.2% | -50.1% | -21.3% |
| YTD | -40.9% | +84.7% | -125.6% | -39.2% |
| 1Y | -40.4% | +136.5% | -176.9% | -38.3% |
| All | -40.4% | +138.6% | -179.1% | -38.3% |
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 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