+1.7%
TEAM vs UMAC
+129.0%
-127.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.5% | +0.1% |
| 7D | -5.2% | -3.4% | -1.8% | -5.2% |
| 30D | +15.8% | -15.1% | +30.9% | +15.9% |
| 3M | +101.5% | -10.8% | +112.2% | +102.8% |
| 6M | +138.2% | +15.7% | +122.5% | +136.4% |
| YTD | +10.8% | +80.1% | -69.3% | +8.5% |
| 1Y | +1.7% | +116.7% | -115.0% | -2.4% |
| All | +1.7% | +129.0% | -127.3% | -2.4% |
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