+193.5%
FSLY vs UMAC
+129.0%
+64.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.5% | +4.4% | +2.3% |
| 7D | +12.5% | -3.4% | +15.9% | +12.8% |
| 30D | -18.8% | -15.1% | -3.7% | -17.5% |
| 3M | +22.7% | -10.8% | +33.4% | +23.2% |
| 6M | -3.7% | +15.7% | -19.4% | -7.6% |
| YTD | +127.5% | +80.1% | +47.4% | +116.3% |
| 1Y | +193.5% | +116.7% | +76.8% | +182.0% |
| All | +193.5% | +129.0% | +64.5% | +182.0% |
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 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