-9.6%
PATH vs UMAC
+9.5%
-19.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.6% | +5.4% | -0.7% |
| 7D | -2.3% | -13.9% | +11.6% | -1.5% |
| 30D | -4.8% | -39.6% | +34.7% | -1.6% |
| 3M | -17.7% | -53.6% | +35.9% | -13.9% |
| 6M | +18.9% | -6.2% | +25.1% | +10.8% |
| YTD | -21.7% | -1.2% | -20.5% | -32.9% |
| 1Y | -9.6% | +9.7% | -19.3% | -25.1% |
| All | -9.6% | +9.5% | -19.1% | -25.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling