+156.3%
UMAC vs BG
+50.1%
+106.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -2.8% |
| 7D | -0.9% | +2.8% | -3.7% | -1.6% |
| 30D | -7.7% | +12.0% | -19.7% | -10.6% |
| 3M | -26.4% | -7.7% | -18.7% | -23.5% |
| 6M | +61.9% | +4.5% | +57.4% | +62.4% |
| YTD | +86.5% | +35.7% | +50.8% | +102.1% |
| 1Y | +156.3% | +50.1% | +106.2% | +192.9% |
| All | +156.3% | +50.1% | +106.2% | +192.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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