-11.5%
IR vs UMAC
+494.0%
-505.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.1% | +4.3% | +1.4% |
| 7D | -2.8% | -0.9% | -1.9% | -2.8% |
| 30D | -15.1% | -7.7% | -7.5% | -15.1% |
| 3M | +6.1% | -26.4% | +32.5% | +6.4% |
| 6M | -16.8% | +61.9% | -78.7% | -18.9% |
| YTD | -3.5% | +86.5% | -90.0% | -6.7% |
| 1Y | -3.5% | +156.3% | -159.8% | -7.9% |
| All | -11.5% | +494.0% | -505.5% | -17.3% |
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