-3.5%
FSLY vs UMAC
+488.3%
-491.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.2% |
| 7D | +7.5% | -4.0% | +11.5% | +7.8% |
| 30D | -21.1% | -9.4% | -11.7% | -20.7% |
| 3M | +21.8% | +3.0% | +18.8% | +20.9% |
| 6M | -0.1% | +27.2% | -27.3% | -3.2% |
| YTD | +123.1% | +84.7% | +38.4% | +111.7% |
| 1Y | +208.6% | +136.5% | +72.1% | +187.0% |
| All | -3.5% | +488.3% | -491.8% | -14.7% |
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