+7.9%
UMAC vs FIVN
+55.4%
-47.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | +1.6% | -12.5% | -11.1% |
| 7D | -26.0% | -3.4% | -22.6% | -25.6% |
| 30D | -40.3% | +5.8% | -46.1% | -40.8% |
| 3M | -51.1% | +22.0% | -73.2% | -52.8% |
| 6M | -5.6% | +55.7% | -61.4% | -11.3% |
| YTD | +2.3% | +81.3% | -79.0% | -5.7% |
| 1Y | +7.9% | +58.0% | -50.1% | +14.9% |
| All | +7.9% | +55.4% | -47.5% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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