-35.2%
S vs UMAC
+508.0%
-543.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.4% | +6.4% | +0.2% |
| 7D | -1.2% | +3.3% | -4.5% | -1.3% |
| 30D | -12.6% | -10.4% | -2.2% | -12.4% |
| 3M | +27.6% | +1.8% | +25.8% | +27.2% |
| 6M | +35.5% | +40.7% | -5.3% | +33.2% |
| YTD | +29.6% | +90.9% | -61.3% | +26.1% |
| 1Y | +8.1% | +151.8% | -143.6% | +4.2% |
| All | -35.2% | +508.0% | -543.2% | -40.5% |
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