+120.4%
NTAP vs UMAC
+508.0%
-387.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.4% | +4.1% | -2.2% |
| 7D | +2.2% | +3.3% | -1.1% | +2.1% |
| 30D | -7.0% | -10.4% | +3.4% | -6.9% |
| 3M | +12.3% | +1.8% | +10.5% | +11.9% |
| 6M | +85.1% | +40.7% | +44.4% | +82.7% |
| YTD | +74.8% | +90.9% | -16.1% | +71.4% |
| 1Y | +52.7% | +151.8% | -99.1% | +49.0% |
| All | +120.4% | +508.0% | -387.6% | +118.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling