+13.8%
FIX vs UMAC
+9.5%
+4.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.6% | +5.9% | +0.5% |
| 7D | -13.9% | -13.9% | -0.1% | -11.8% |
| 30D | -35.5% | -39.6% | +4.0% | -30.6% |
| 3M | -33.9% | -53.6% | +19.7% | -27.3% |
| 6M | -43.3% | -6.2% | -37.1% | -45.3% |
| YTD | +18.7% | -1.2% | +19.8% | +7.3% |
| 1Y | +13.8% | +9.7% | +4.1% | -0.9% |
| All | +13.8% | +9.5% | +4.3% | -0.9% |
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