-20.7%
S vs UMAC
+216.2%
-237.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.5% |
| 7D | +1.2% | -2.9% | +4.2% | +1.3% |
| 30D | -7.3% | -35.6% | +28.3% | -6.3% |
| 3M | +5.9% | -51.3% | +57.2% | +7.7% |
| 6M | +45.6% | -17.5% | +63.2% | +45.5% |
| YTD | +58.5% | -0.7% | +59.2% | +56.8% |
| 1Y | +37.6% | +16.5% | +21.1% | +35.3% |
| All | -20.7% | +216.2% | -237.0% | -26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling