+7.9%
UMAC vs BG
+7.2%
+0.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | +2.4% | -13.3% | -11.9% |
| 7D | -26.0% | -3.8% | -22.3% | -24.8% |
| 30D | -40.3% | -9.6% | -30.7% | -37.6% |
| 3M | -51.1% | -8.5% | -42.6% | -49.7% |
| 6M | -5.6% | -23.0% | +17.4% | +8.5% |
| YTD | +2.3% | +10.9% | -8.6% | +7.0% |
| 1Y | +7.9% | +6.0% | +1.9% | +10.8% |
| All | +7.9% | +7.2% | +0.7% | +10.8% |
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