+34.5%
S vs UMAC
+8.8%
+25.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.2% | -0.1% |
| 7D | +2.0% | -5.2% | +7.2% | +2.4% |
| 30D | -2.7% | -36.4% | +33.7% | -0.5% |
| 3M | -6.9% | -58.6% | +51.7% | -3.3% |
| 6M | +38.1% | -24.6% | +62.7% | +40.3% |
| YTD | +48.0% | -11.5% | +59.5% | +45.1% |
| 1Y | +34.5% | +16.9% | +17.6% | +25.1% |
| All | +34.5% | +8.8% | +25.7% | +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