-15.3%
NOW vs UMAC
+549.5%
-564.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +9.3% | -14.3% | -5.2% |
| 7D | -6.1% | +14.7% | -20.8% | -6.4% |
| 30D | +7.5% | -0.5% | +8.0% | +7.3% |
| 3M | +17.5% | +0.5% | +17.0% | +17.0% |
| 6M | +7.9% | +57.9% | -50.0% | +5.4% |
| YTD | -12.4% | +103.9% | -116.3% | -15.3% |
| 1Y | -28.6% | +159.3% | -187.8% | -31.6% |
| All | -15.3% | +549.5% | -564.8% | -24.1% |
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