-7.1%
LOW vs UMAC
+549.5%
-556.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +9.3% | -11.1% | -1.9% |
| 7D | +0.4% | +14.7% | -14.3% | +0.2% |
| 30D | -10.1% | -0.5% | -9.6% | -10.2% |
| 3M | -2.9% | +0.5% | -3.4% | -3.0% |
| 6M | -19.4% | +57.9% | -77.3% | -20.3% |
| YTD | -15.4% | +103.9% | -119.4% | -16.8% |
| 1Y | -24.9% | +159.3% | -184.2% | -26.7% |
| All | -7.1% | +549.5% | -556.6% | -15.3% |
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 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