-14.7%
IR vs UMAC
+508.0%
-522.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.4% | +4.4% | -1.9% |
| 7D | -1.9% | +3.3% | -5.2% | -2.0% |
| 30D | -15.0% | -10.4% | -4.7% | -14.9% |
| 3M | -0.4% | +1.8% | -2.2% | -0.9% |
| 6M | -15.0% | +40.7% | -55.8% | -16.9% |
| YTD | -7.1% | +90.9% | -97.9% | -10.2% |
| 1Y | -7.5% | +151.8% | -159.3% | -11.7% |
| All | -14.7% | +508.0% | -522.7% | -20.3% |
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 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