+138.9%
INTC vs UMAC
+549.5%
-410.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +9.3% | -0.3% | +8.6% |
| 7D | +17.4% | +14.7% | +2.7% | +16.7% |
| 30D | +2.8% | -0.5% | +3.3% | +2.5% |
| 3M | -5.3% | +0.5% | -5.8% | -6.0% |
| 6M | +140.6% | +57.9% | +82.7% | +132.8% |
| YTD | +183.1% | +103.9% | +79.2% | +170.6% |
| 1Y | +326.8% | +159.3% | +167.5% | +301.7% |
| All | +138.9% | +549.5% | -410.6% | +116.3% |
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