+111.7%
JPM vs UMAC
+488.3%
-376.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | -0.3% |
| 7D | -2.3% | -4.0% | +1.7% | -2.3% |
| 30D | -2.3% | -9.4% | +7.1% | -2.3% |
| 3M | +14.9% | +3.0% | +11.9% | +14.4% |
| 6M | +23.6% | +27.2% | -3.6% | +21.8% |
| YTD | +11.3% | +84.7% | -73.4% | +8.7% |
| 1Y | +19.9% | +136.5% | -116.6% | +16.3% |
| All | +111.7% | +488.3% | -376.6% | +106.1% |
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