-50.1%
PATH vs UMAC
+237.0%
-287.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +13.3% | -13.4% | -0.8% |
| 7D | -2.7% | -5.5% | +2.8% | -2.6% |
| 30D | -3.7% | -35.3% | +31.6% | -1.8% |
| 3M | -13.8% | -48.4% | +34.6% | -11.5% |
| 6M | +20.3% | +0.4% | +19.8% | +16.9% |
| YTD | -20.8% | +5.8% | -26.6% | -24.2% |
| 1Y | -9.2% | +27.3% | -36.5% | -14.2% |
| All | -50.1% | +237.0% | -287.1% | -57.9% |
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