+29.4%
SONY vs UMAC
+488.3%
-458.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.6% | +0.4% |
| 7D | -5.8% | -4.0% | -1.8% | -5.7% |
| 30D | -0.4% | -9.4% | +9.0% | -0.3% |
| 3M | +13.3% | +3.0% | +10.3% | +12.7% |
| 6M | +8.5% | +27.2% | -18.7% | +6.4% |
| YTD | -8.1% | +84.7% | -92.8% | -11.2% |
| 1Y | -17.9% | +136.5% | -154.4% | -21.6% |
| All | +29.4% | +488.3% | -458.8% | +12.5% |
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 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