+34.8%
FSLR vs UMAC
+549.5%
-514.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +9.3% | -5.0% | +3.6% |
| 7D | +6.8% | +14.7% | -7.9% | +5.8% |
| 30D | -14.7% | -0.5% | -14.2% | -15.0% |
| 3M | -22.6% | +0.5% | -23.1% | -23.4% |
| 6M | +12.7% | +57.9% | -45.2% | +7.2% |
| YTD | -18.4% | +103.9% | -122.3% | -23.8% |
| 1Y | +4.9% | +159.3% | -154.3% | -3.9% |
| All | +34.8% | +549.5% | -514.7% | +7.0% |
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