-37.1%
NOW vs UMAC
+214.8%
-251.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.6% | +3.5% | -2.9% |
| 7D | -8.7% | -13.9% | +5.1% | -8.4% |
| 30D | -29.3% | -39.6% | +10.3% | -28.4% |
| 3M | -21.8% | -53.6% | +31.8% | -20.5% |
| 6M | +9.2% | -6.2% | +15.4% | +8.3% |
| YTD | -35.0% | -1.2% | -33.8% | -36.0% |
| 1Y | -42.5% | +9.7% | -52.2% | -43.7% |
| All | -37.1% | +214.8% | -251.9% | -42.7% |
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