+657.4%
UMAC vs BG
+49.7%
+607.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.7% | -1.9% |
| 7D | -3.4% | +3.1% | -6.5% | -4.3% |
| 30D | -15.1% | +10.2% | -25.3% | -17.9% |
| 3M | -10.8% | -1.7% | -9.1% | -10.1% |
| 6M | +15.7% | +1.0% | +14.7% | +15.2% |
| YTD | +80.1% | +39.9% | +40.2% | +66.9% |
| 1Y | +116.7% | +53.2% | +63.5% | +94.0% |
| All | +657.4% | +49.7% | +607.8% | +577.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling