+145.3%
UMAC vs FIGR
+6.3%
+139.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +6.4% | +2.9% | +6.8% |
| 7D | +14.7% | +13.5% | +1.2% | +9.1% |
| 30D | -0.5% | +33.7% | -34.2% | -12.9% |
| 3M | +0.5% | +37.3% | -36.8% | -12.4% |
| 6M | +57.9% | +25.5% | +32.4% | +42.1% |
| YTD | +103.9% | -6.3% | +110.2% | +89.3% |
| All | +145.3% | +6.3% | +139.0% | +143.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 all: compounded portfolio wealth divided by compounded FIGR 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…
all analysis · Full analysis span regression · 6 months rolling