+353.3%
FIX vs UMAC
+237.0%
+116.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +13.3% | -3.9% | +8.3% |
| 7D | -7.2% | -5.5% | -1.7% | -6.7% |
| 30D | -35.1% | -35.3% | +0.2% | -32.9% |
| 3M | -34.3% | -48.4% | +14.1% | -31.3% |
| 6M | -42.9% | +0.4% | -43.4% | -43.9% |
| YTD | +19.5% | +5.8% | +13.6% | +15.6% |
| 1Y | +16.8% | +27.3% | -10.5% | +11.4% |
| All | +353.3% | +237.0% | +116.3% | +300.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling