+152.7%
UAL vs UMAC
+549.5%
-396.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +9.3% | -12.2% | -3.3% |
| 7D | +3.4% | +14.7% | -11.3% | +2.7% |
| 30D | -16.5% | -0.5% | -16.0% | -16.7% |
| 3M | +2.8% | +0.5% | +2.3% | +1.9% |
| 6M | +17.6% | +57.9% | -40.4% | +12.5% |
| YTD | -3.2% | +103.9% | -107.1% | -9.0% |
| 1Y | +0.4% | +159.3% | -158.8% | -7.1% |
| All | +152.7% | +549.5% | -396.8% | +130.9% |
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