+113.3%
JPM vs UMAC
+473.8%
-360.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.2% | +0.8% |
| 7D | -0.7% | -3.4% | +2.7% | -0.6% |
| 30D | -2.5% | -15.1% | +12.6% | -2.3% |
| 3M | +14.1% | -10.8% | +24.9% | +14.0% |
| 6M | +25.1% | +15.7% | +9.4% | +23.5% |
| YTD | +12.1% | +80.1% | -68.0% | +9.5% |
| 1Y | +18.8% | +116.7% | -97.9% | +15.4% |
| All | +113.3% | +473.8% | -360.5% | +107.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling