+16.3%
FIX vs UMAC
+6.6%
+9.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.5% | +3.7% | -1.7% |
| 7D | +17.0% | +10.1% | +6.9% | +15.1% |
| 30D | -30.6% | -39.1% | +8.6% | -25.2% |
| 3M | -35.0% | -56.2% | +21.2% | -27.8% |
| 6M | -44.0% | -16.2% | -27.7% | -44.8% |
| YTD | +21.1% | -7.1% | +28.3% | +10.8% |
| 1Y | +16.3% | +10.3% | +6.0% | +0.9% |
| All | +16.3% | +6.6% | +9.7% | +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