-61.6%
IT vs UMAC
+549.5%
-611.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +9.3% | -16.8% | -7.4% |
| 7D | -9.1% | +14.7% | -23.8% | -9.2% |
| 30D | -7.0% | -0.5% | -6.5% | -7.0% |
| 3M | +7.6% | +0.5% | +7.1% | +7.8% |
| 6M | +2.1% | +57.9% | -55.8% | +1.4% |
| YTD | -31.6% | +103.9% | -135.5% | -32.5% |
| 1Y | -29.9% | +159.3% | -189.2% | -31.2% |
| All | -61.6% | +549.5% | -611.1% | -64.7% |
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