+31.2%
NFLX vs UMAC
+488.3%
-457.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | 0.0% |
| 7D | -8.1% | -4.0% | -4.1% | -8.0% |
| 30D | +1.6% | -9.4% | +11.0% | +1.7% |
| 3M | -7.3% | +3.0% | -10.3% | -7.6% |
| 6M | -21.6% | +27.2% | -48.8% | -22.5% |
| YTD | -18.9% | +84.7% | -103.6% | -20.7% |
| 1Y | -39.1% | +136.5% | -175.6% | -40.9% |
| All | +31.2% | +488.3% | -457.0% | +24.2% |
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