+4.5%
TECH vs UMAC
+549.5%
-545.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +9.3% | -9.5% | -0.5% |
| 7D | +0.2% | +14.7% | -14.5% | -0.4% |
| 30D | +0.1% | -0.5% | +0.6% | -0.1% |
| 3M | +37.5% | +0.5% | +37.0% | +36.5% |
| 6M | +34.6% | +57.9% | -23.4% | +29.7% |
| YTD | +23.5% | +103.9% | -80.4% | +17.0% |
| 1Y | +34.4% | +159.3% | -124.9% | +25.0% |
| All | +4.5% | +549.5% | -545.0% | -14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling