+22.5%
U vs UMAC
+549.5%
-527.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +9.3% | -6.7% | +1.9% |
| 7D | +4.5% | +14.7% | -10.2% | +3.4% |
| 30D | -0.6% | -0.5% | -0.1% | -1.0% |
| 3M | +48.4% | +0.5% | +47.9% | +46.5% |
| 6M | +115.4% | +57.9% | +57.4% | +101.1% |
| YTD | -3.2% | +103.9% | -107.1% | -11.8% |
| 1Y | -6.0% | +159.3% | -165.3% | -16.3% |
| All | +22.5% | +549.5% | -527.0% | -5.8% |
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 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