-17.7%
TEAM vs UMAC
+508.0%
-525.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.4% | +7.1% | +0.9% |
| 7D | -4.7% | +3.3% | -7.9% | -4.8% |
| 30D | +17.0% | -10.4% | +27.4% | +17.1% |
| 3M | +85.9% | +1.8% | +84.1% | +85.3% |
| 6M | +116.7% | +40.7% | +75.9% | +113.1% |
| YTD | +9.6% | +90.9% | -81.3% | +6.7% |
| 1Y | -2.5% | +151.8% | -154.3% | -6.2% |
| All | -17.7% | +508.0% | -525.7% | -24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling