-41.6%
PATH vs UMAC
+494.0%
-535.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -3.1% | -13.6% | -16.5% |
| 7D | -16.3% | -0.9% | -15.4% | -16.2% |
| 30D | +9.9% | -7.7% | +17.6% | +10.0% |
| 3M | +30.2% | -26.4% | +56.6% | +31.0% |
| 6M | +37.2% | +61.9% | -24.6% | +29.9% |
| YTD | -7.3% | +86.5% | -93.8% | -13.4% |
| 1Y | +40.0% | +156.3% | -116.3% | +28.7% |
| All | -41.6% | +494.0% | -535.6% | -51.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling