+3.6%
GOOG vs UMAC
+2.9%
+0.7%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -10.9% | +14.1% | +3.7% |
| 7D | -10.7% | -26.0% | +15.3% | -9.7% |
| 30D | -16.4% | -40.3% | +23.9% | -14.8% |
| 3M | -23.4% | -51.1% | +27.7% | -21.6% |
| 6M | -24.2% | -5.6% | -18.6% | -25.0% |
| YTD | -8.3% | +2.3% | -10.5% | -10.9% |
| 1Y | +3.6% | +7.9% | -4.3% | -0.1% |
| All | +3.6% | +2.9% | +0.7% | -0.1% |
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