-35.1%
NOW vs UMAC
+237.0%
-272.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +13.3% | -12.5% | +0.4% |
| 7D | -3.1% | -5.5% | +2.5% | -3.0% |
| 30D | -27.0% | -35.3% | +8.2% | -26.3% |
| 3M | -17.7% | -48.4% | +30.7% | -16.6% |
| 6M | +12.7% | +0.4% | +12.3% | +11.5% |
| YTD | -32.9% | +5.8% | -38.7% | -34.1% |
| 1Y | -40.4% | +27.3% | -67.7% | -41.9% |
| All | -35.1% | +237.0% | -272.1% | -41.0% |
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