+130.1%
GOOG vs UMAC
+473.8%
-343.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +4.0% | +1.6% |
| 7D | 0.0% | -3.4% | +3.5% | +0.1% |
| 30D | -2.0% | -15.1% | +13.1% | -1.7% |
| 3M | -5.9% | -10.8% | +4.9% | -6.0% |
| 6M | +8.9% | +15.7% | -6.8% | +7.2% |
| YTD | +7.1% | +80.1% | -73.0% | +4.0% |
| 1Y | +39.7% | +116.7% | -77.0% | +34.5% |
| All | +130.1% | +473.8% | -343.6% | +119.4% |
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