+3.7%
U vs UMAC
+164.0%
-160.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | -0.6% |
| 7D | -3.8% | -0.9% | -2.9% | -3.7% |
| 30D | +17.5% | -7.7% | +25.1% | +17.5% |
| 3M | +38.7% | -26.4% | +65.2% | +41.0% |
| 6M | +104.4% | +61.9% | +42.6% | +75.0% |
| YTD | -5.7% | +86.5% | -92.2% | -23.4% |
| 1Y | +3.7% | +156.3% | -152.6% | -19.1% |
| All | +3.7% | +164.0% | -160.3% | -19.1% |
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