-18.1%
SONY vs UMAC
+129.0%
-147.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.1% | +1.6% |
| 7D | -2.7% | -3.4% | +0.7% | -2.7% |
| 30D | +1.5% | -15.1% | +16.6% | +1.7% |
| 3M | +13.0% | -10.8% | +23.8% | +13.3% |
| 6M | +11.2% | +15.7% | -4.5% | +9.8% |
| YTD | -6.6% | +80.1% | -86.8% | -9.4% |
| 1Y | -18.1% | +116.7% | -134.8% | -18.5% |
| All | -18.1% | +129.0% | -147.2% | -18.5% |
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 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