+130.1%
GOOGL vs UMAC
+488.3%
-358.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +0.7% |
| 7D | -2.8% | -4.0% | +1.2% | -2.7% |
| 30D | -3.2% | -9.4% | +6.2% | -3.1% |
| 3M | -6.6% | +3.0% | -9.6% | -7.1% |
| 6M | +8.5% | +27.2% | -18.7% | +6.5% |
| YTD | +6.5% | +84.7% | -78.2% | +3.4% |
| 1Y | +39.4% | +136.5% | -97.1% | +34.1% |
| All | +130.1% | +488.3% | -358.2% | +119.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling