+9.1%
IR vs UMAC
+2.9%
+6.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -10.9% | +10.4% | -0.2% |
| 7D | +11.6% | -26.0% | +37.6% | +12.3% |
| 30D | +7.2% | -40.3% | +47.5% | +8.3% |
| 3M | -5.9% | -51.1% | +45.3% | -4.6% |
| 6M | +11.5% | -5.6% | +17.1% | +11.0% |
| YTD | +6.3% | +2.3% | +4.1% | +2.5% |
| 1Y | +9.1% | +7.9% | +1.2% | +4.0% |
| All | +9.1% | +2.9% | +6.2% | +4.0% |
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