+8.6%
FOXA vs UMAC
+164.0%
-155.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.1% | -0.3% | -3.3% |
| 7D | -4.0% | -0.9% | -3.0% | -3.9% |
| 30D | +12.0% | -7.7% | +19.6% | +12.1% |
| 3M | +0.3% | -26.4% | +26.7% | +0.7% |
| 6M | +12.5% | +61.9% | -49.4% | +8.8% |
| YTD | -9.6% | +86.5% | -96.1% | -13.9% |
| 1Y | +8.6% | +156.3% | -147.7% | -4.4% |
| All | +8.6% | +164.0% | -155.4% | -4.4% |
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