-9.8%
UMAC vs BRKR
+47.8%
-57.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.6% | -9.0% | -8.6% | -12.9% |
| 7D | -37.8% | -6.4% | -31.5% | -35.5% |
| 30D | -52.0% | -4.0% | -47.9% | -50.8% |
| 3M | -58.3% | +10.7% | -69.0% | -60.0% |
| 6M | -21.0% | +53.0% | -74.0% | -42.4% |
| YTD | -15.7% | +23.6% | -39.3% | -36.8% |
| 1Y | -9.8% | +45.0% | -54.9% | -41.0% |
| All | -9.8% | +47.8% | -57.6% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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