+566.9%
PLTR vs UMAC
+182.0%
+384.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.6% | +2.6% | -1.6% |
| 7D | +4.7% | -5.2% | +10.0% | +5.3% |
| 30D | -16.4% | -36.4% | +20.0% | -12.7% |
| 3M | -6.2% | -58.6% | +52.4% | +1.2% |
| 6M | +29.2% | -24.6% | +53.8% | +29.2% |
| YTD | -5.5% | -11.5% | +6.0% | -8.1% |
| 1Y | -2.4% | +16.9% | -19.3% | -7.5% |
| All | +566.9% | +182.0% | +384.9% | +470.8% |
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