+32.5%
NFLX vs UMAC
+549.5%
-517.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +9.3% | -11.2% | -2.0% |
| 7D | -5.0% | +14.7% | -19.7% | -5.2% |
| 30D | +3.5% | -0.5% | +4.0% | +3.5% |
| 3M | -7.1% | +0.5% | -7.6% | -7.3% |
| 6M | -22.5% | +57.9% | -80.4% | -23.7% |
| YTD | -18.1% | +103.9% | -122.0% | -20.0% |
| 1Y | -38.3% | +159.3% | -197.6% | -40.2% |
| All | +32.5% | +549.5% | -517.0% | +25.3% |
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