-39.8%
NOW vs UMAC
+8.8%
-48.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.6% | +6.2% | +1.8% |
| 7D | +0.3% | -5.2% | +5.5% | +0.5% |
| 30D | -27.0% | -36.4% | +9.4% | -25.7% |
| 3M | -19.6% | -58.6% | +38.9% | -17.4% |
| 6M | +17.5% | -24.6% | +42.1% | +16.7% |
| YTD | -33.3% | -11.5% | -21.8% | -35.8% |
| 1Y | -39.8% | +16.9% | -56.7% | -44.3% |
| All | -39.8% | +8.8% | -48.6% | -44.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling