+684.2%
UMAC vs FIVE
+36.3%
+647.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +5.1% | -8.2% | -5.1% |
| 7D | -0.9% | +4.3% | -5.2% | -2.7% |
| 30D | -7.7% | +12.5% | -20.2% | -12.3% |
| 3M | -26.4% | +31.2% | -57.7% | -34.3% |
| 6M | +61.9% | +14.4% | +47.5% | +50.8% |
| YTD | +86.5% | +33.9% | +52.6% | +63.2% |
| 1Y | +156.3% | +65.1% | +91.3% | +107.4% |
| All | +684.2% | +36.3% | +647.8% | +466.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling