+5.0%
UAL vs UMAC
+164.0%
-159.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.1% | +5.6% | +2.7% |
| 7D | +0.7% | -0.9% | +1.6% | +0.8% |
| 30D | -16.1% | -7.7% | -8.4% | -16.0% |
| 3M | +6.1% | -26.4% | +32.6% | +6.9% |
| 6M | +10.8% | +61.9% | -51.0% | +1.6% |
| YTD | -0.4% | +86.5% | -86.9% | -12.4% |
| 1Y | +5.0% | +156.3% | -151.3% | -12.6% |
| All | +5.0% | +164.0% | -159.0% | -12.6% |
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 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