-33.1%
FIS vs UMAC
+549.5%
-582.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +9.3% | -15.2% | -5.9% |
| 7D | -3.5% | +14.7% | -18.2% | -3.5% |
| 30D | -7.8% | -0.5% | -7.3% | -7.8% |
| 3M | +0.8% | +0.5% | +0.3% | +0.9% |
| 6M | -21.9% | +57.9% | -79.8% | -22.1% |
| YTD | -39.5% | +103.9% | -143.4% | -39.8% |
| 1Y | -41.0% | +159.3% | -200.3% | -41.5% |
| All | -33.1% | +549.5% | -582.6% | -35.7% |
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