+126.7%
GOOG vs UMAC
+488.3%
-361.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.9% | +0.7% |
| 7D | -2.5% | -4.0% | +1.5% | -2.4% |
| 30D | -3.6% | -9.4% | +5.8% | -3.5% |
| 3M | -6.4% | +3.0% | -9.4% | -6.9% |
| 6M | +7.8% | +27.2% | -19.4% | +5.8% |
| YTD | +5.5% | +84.7% | -79.2% | +2.4% |
| 1Y | +38.3% | +136.5% | -98.2% | +32.9% |
| All | +126.7% | +488.3% | -361.6% | +115.9% |
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