+7.9%
UMAC vs BUD
+38.4%
-30.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | +3.1% | -14.0% | -8.8% |
| 7D | -26.0% | +3.3% | -29.4% | -23.9% |
| 30D | -40.3% | +11.8% | -52.1% | -35.6% |
| 3M | -51.1% | -1.1% | -50.1% | -51.2% |
| 6M | -5.6% | +14.9% | -20.5% | -1.2% |
| YTD | +2.3% | +32.6% | -30.3% | +25.9% |
| 1Y | +7.9% | +37.2% | -29.3% | +38.3% |
| All | +7.9% | +38.4% | -30.5% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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