+7.9%
UMAC vs FIVE
+63.3%
-55.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | +6.7% | -17.6% | -13.2% |
| 7D | -26.0% | +7.5% | -33.5% | -28.1% |
| 30D | -40.3% | +16.7% | -57.0% | -44.0% |
| 3M | -51.1% | +13.4% | -64.5% | -54.3% |
| 6M | -5.6% | +9.0% | -14.7% | -11.1% |
| YTD | +2.3% | +33.8% | -31.5% | -20.4% |
| 1Y | +7.9% | +61.2% | -53.3% | -34.2% |
| All | +7.9% | +63.3% | -55.4% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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