+37.0%
IBM vs UMAC
+488.3%
-451.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.2% | +0.8% | -2.4% |
| 7D | -0.3% | -4.0% | +3.7% | -0.2% |
| 30D | -1.8% | -9.4% | +7.5% | -1.8% |
| 3M | -13.5% | +3.0% | -16.4% | -13.7% |
| 6M | -5.1% | +27.2% | -32.3% | -5.9% |
| YTD | -19.4% | +84.7% | -104.1% | -20.4% |
| 1Y | -6.5% | +136.5% | -143.0% | -8.0% |
| All | +37.0% | +488.3% | -451.2% | +31.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling