+176.4%
UAL vs UMAC
+216.2%
-39.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.8% |
| 7D | +2.3% | -2.9% | +5.2% | +2.3% |
| 30D | +13.3% | -35.6% | +48.9% | +15.5% |
| 3M | -6.3% | -51.3% | +45.0% | -3.6% |
| 6M | +22.5% | -17.5% | +40.0% | +21.5% |
| YTD | +5.9% | -0.7% | +6.6% | +2.7% |
| 1Y | +24.7% | +16.5% | +8.2% | +19.7% |
| All | +176.4% | +216.2% | -39.9% | +160.6% |
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 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