-29.0%
NFLX vs UMAC
-25.4%
-3.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.8% | -0.9% |
| 7D | -2.0% | -5.2% | +3.2% | -2.0% |
| 30D | -11.9% | -36.4% | +24.4% | -12.4% |
| 3M | -20.6% | -58.6% | +38.0% | -21.2% |
| 6M | -29.0% | -24.6% | -4.4% | -27.8% |
| All | -29.0% | -25.4% | -3.6% | -27.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling