+121.3%
JBL vs UMAC
+508.0%
-386.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.4% | +6.1% | 0.0% |
| 7D | +4.0% | +3.3% | +0.7% | +3.8% |
| 30D | -7.5% | -10.4% | +2.9% | -7.3% |
| 3M | -14.1% | +1.8% | -15.8% | -14.9% |
| 6M | +25.9% | +40.7% | -14.9% | +21.2% |
| YTD | +36.7% | +90.9% | -54.2% | +29.2% |
| 1Y | +49.0% | +151.8% | -102.8% | +38.5% |
| All | +121.3% | +508.0% | -386.7% | +96.7% |
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