+130.7%
FIX vs UMAC
+168.1%
-37.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +9.3% | -7.0% | +1.0% |
| 7D | +6.1% | +14.7% | -8.6% | +3.9% |
| 30D | -2.7% | -0.5% | -2.2% | -3.6% |
| 3M | -10.9% | +0.5% | -11.4% | -13.4% |
| 6M | +29.0% | +57.9% | -28.9% | +13.1% |
| YTD | +76.9% | +103.9% | -27.0% | +44.9% |
| 1Y | +130.7% | +159.3% | -28.5% | +80.9% |
| All | +130.7% | +168.1% | -37.4% | +80.9% |
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