+757.4%
UMAC vs FIVE
+37.3%
+720.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.7% | +8.6% | +9.1% |
| 7D | +14.7% | +3.7% | +11.0% | +12.9% |
| 30D | -0.5% | +4.0% | -4.5% | -2.5% |
| 3M | +0.5% | +36.2% | -35.7% | -11.6% |
| 6M | +57.9% | +18.0% | +39.9% | +45.5% |
| YTD | +103.9% | +34.9% | +69.0% | +78.0% |
| 1Y | +159.3% | +67.9% | +91.4% | +108.5% |
| All | +757.4% | +37.3% | +720.1% | +517.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling