+125.6%
FOXA vs UMAC
+473.8%
-348.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.6% | +1.2% |
| 7D | +0.8% | -3.4% | +4.2% | +0.8% |
| 30D | +5.0% | -15.1% | +20.1% | +5.3% |
| 3M | -3.0% | -10.8% | +7.7% | -3.1% |
| 6M | +14.8% | +15.7% | -0.9% | +13.4% |
| YTD | -8.9% | +80.1% | -89.1% | -10.9% |
| 1Y | +13.3% | +116.7% | -103.4% | +10.1% |
| All | +125.6% | +473.8% | -348.2% | +107.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling