+159.7%
UAL vs UMAC
+195.7%
-36.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -6.5% | +0.5% | -5.7% |
| 7D | +0.7% | +10.1% | -9.5% | +0.2% |
| 30D | +7.8% | -39.1% | +46.9% | +10.1% |
| 3M | -11.1% | -56.2% | +45.1% | -8.0% |
| 6M | +16.1% | -16.2% | +32.3% | +15.1% |
| YTD | -0.5% | -7.1% | +6.6% | -3.1% |
| 1Y | +11.3% | +10.3% | +1.0% | +7.1% |
| All | +159.7% | +195.7% | -36.0% | +145.8% |
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