+181.5%
UAL vs UMAC
+214.8%
-33.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.6% | +6.8% | +0.5% |
| 7D | +12.5% | -13.9% | +26.3% | +13.1% |
| 30D | +12.2% | -39.6% | +51.7% | +14.7% |
| 3M | -2.6% | -53.6% | +51.0% | +0.5% |
| 6M | +21.1% | -6.2% | +27.3% | +19.3% |
| YTD | +7.8% | -1.2% | +9.0% | +4.6% |
| 1Y | +25.4% | +9.7% | +15.7% | +20.7% |
| All | +181.5% | +214.8% | -33.3% | +165.5% |
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