-62.1%
IT vs UMAC
+488.3%
-550.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.8% | +0.6% |
| 7D | -12.7% | -4.0% | -8.7% | -12.7% |
| 30D | -8.9% | -9.4% | +0.5% | -8.9% |
| 3M | +10.1% | +3.0% | +7.2% | +10.2% |
| 6M | +7.3% | +27.2% | -19.9% | +6.7% |
| YTD | -32.4% | +84.7% | -117.1% | -33.2% |
| 1Y | -26.6% | +136.5% | -163.1% | -28.0% |
| All | -62.1% | +488.3% | -550.3% | -65.0% |
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 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