-11.6%
UMAC vs AXTX
-36.0%
+24.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | AXTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.6% | -2.5% |
| 7D | -3.4% | +8.1% | -11.5% | -4.6% |
| 30D | -15.1% | -41.4% | +26.3% | -11.5% |
| All | -11.6% | -36.0% | +24.4% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AXTX.
Daily Out/Under-Performance
Portfolio return minus AXTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXTX 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 1mo: compounded portfolio wealth divided by compounded AXTX 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…
1mo analysis · Full analysis span regression · Available span rolling