-12.2%
TEAM vs UMAC
+494.0%
-506.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.1% | +0.4% | -2.6% |
| 7D | -0.4% | -0.9% | +0.5% | -0.4% |
| 30D | +67.3% | -7.7% | +75.0% | +67.4% |
| 3M | +86.8% | -26.4% | +113.2% | +87.6% |
| 6M | +146.8% | +61.9% | +85.0% | +142.1% |
| YTD | +16.9% | +86.5% | -69.6% | +13.9% |
| 1Y | +12.8% | +156.3% | -143.5% | +8.5% |
| All | -12.2% | +494.0% | -506.2% | -19.6% |
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 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