+702.6%
UMAC vs FDS
-37.9%
+740.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.4% | -3.0% | -6.6% |
| 7D | +3.3% | -8.8% | +12.1% | +2.7% |
| 30D | -10.4% | -1.4% | -9.0% | -10.4% |
| 3M | +1.8% | +13.9% | -12.1% | +1.6% |
| 6M | +40.7% | +27.4% | +13.3% | +38.2% |
| YTD | +90.9% | -2.5% | +93.4% | +98.8% |
| 1Y | +151.8% | -23.8% | +175.5% | +193.5% |
| All | +702.6% | -37.9% | +740.5% | +713.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 5y: compounded portfolio wealth divided by compounded FDS 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…
5y analysis · Full analysis span regression · 6 months rolling