+6.5%
ULTA vs UMAC
+164.0%
-157.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.1% | +4.3% | +1.3% |
| 7D | +9.0% | -0.9% | +9.9% | +9.0% |
| 30D | +4.6% | -7.7% | +12.2% | +4.6% |
| 3M | +22.0% | -26.4% | +48.4% | +22.7% |
| 6M | -14.7% | +61.9% | -76.6% | -16.3% |
| YTD | -6.8% | +86.5% | -93.3% | -8.7% |
| 1Y | +6.5% | +156.3% | -149.8% | +10.5% |
| All | +6.5% | +164.0% | -157.5% | +10.5% |
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 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