+196.3%
NVDA vs UMAC
+488.3%
-291.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +1.0% | -2.1% |
| 7D | -4.3% | -4.0% | -0.3% | -4.2% |
| 30D | +0.5% | -9.4% | +9.9% | +0.7% |
| 3M | +9.1% | +3.0% | +6.1% | +8.1% |
| 6M | +18.5% | +27.2% | -8.7% | +14.8% |
| YTD | +17.4% | +84.7% | -67.3% | +11.3% |
| 1Y | +23.4% | +136.5% | -113.0% | +15.4% |
| All | +196.3% | +488.3% | -291.9% | +183.2% |
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