+57.4%
INTC vs UMAC
+2.9%
+54.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -10.9% | +7.1% | -2.2% |
| 7D | -39.0% | -26.0% | -13.0% | -36.1% |
| 30D | -49.8% | -40.3% | -9.5% | -46.2% |
| 3M | -42.2% | -51.1% | +8.9% | -37.2% |
| 6M | -39.2% | -5.6% | -33.5% | -37.2% |
| YTD | +57.9% | +2.3% | +55.6% | +55.0% |
| 1Y | +57.4% | +7.9% | +49.5% | +55.0% |
| All | +57.4% | +2.9% | +54.4% | +55.0% |
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