+19.3%
TECH vs UMAC
+6.6%
+12.7%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.5% | +6.5% | +0.2% |
| 7D | +0.2% | +10.1% | -9.9% | 0.0% |
| 30D | +0.5% | -39.1% | +39.6% | +1.5% |
| 3M | +1.0% | -56.2% | +57.2% | +2.5% |
| 6M | +54.1% | -16.2% | +70.3% | +53.5% |
| YTD | +24.4% | -7.1% | +31.5% | +20.8% |
| 1Y | +19.3% | +10.3% | +9.1% | +14.2% |
| All | +19.3% | +6.6% | +12.7% | +14.2% |
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