+48.6%
JBL vs UMAC
+129.0%
-80.4%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.5% | +7.5% | +5.3% |
| 7D | +2.4% | -3.4% | +5.8% | +2.7% |
| 30D | -13.1% | -15.1% | +2.0% | -12.3% |
| 3M | -15.6% | -10.8% | -4.8% | -16.4% |
| 6M | +24.6% | +15.7% | +8.9% | +17.0% |
| YTD | +39.6% | +80.1% | -40.5% | +23.5% |
| 1Y | +48.6% | +116.7% | -68.1% | +29.3% |
| All | +48.6% | +129.0% | -80.4% | +29.3% |
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 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