+55.8%
NYT vs UMAC
+473.8%
-417.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +2.9% | +0.5% |
| 7D | -0.6% | -3.4% | +2.8% | -0.6% |
| 30D | +4.6% | -15.1% | +19.7% | +4.6% |
| 3M | -9.6% | -10.8% | +1.2% | -9.5% |
| 6M | -14.0% | +15.7% | -29.7% | -14.0% |
| YTD | -2.8% | +80.1% | -83.0% | -3.1% |
| 1Y | +15.6% | +116.7% | -101.1% | +15.0% |
| All | +55.8% | +473.8% | -417.9% | +50.1% |
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 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