+77.8%
RF vs UMAC
+237.0%
-159.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +13.3% | -11.1% | +2.0% |
| 7D | -0.1% | -5.5% | +5.4% | -0.1% |
| 30D | +7.0% | -35.3% | +42.3% | +7.7% |
| 3M | -7.0% | -48.4% | +41.4% | -6.2% |
| 6M | +6.8% | +0.4% | +6.3% | +6.0% |
| YTD | +9.9% | +5.8% | +4.1% | +8.4% |
| 1Y | +21.1% | +27.3% | -6.2% | +18.8% |
| All | +77.8% | +237.0% | -159.2% | +70.7% |
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