+156.3%
UMAC vs RJF
+7.8%
+148.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.5% | -2.1% |
| 7D | -0.9% | -0.6% | -0.3% | -0.5% |
| 30D | -7.7% | -1.3% | -6.4% | -6.8% |
| 3M | -26.4% | +18.9% | -45.3% | -33.9% |
| 6M | +61.9% | +15.0% | +46.8% | +49.8% |
| YTD | +86.5% | +12.2% | +74.3% | +78.0% |
| 1Y | +156.3% | +5.6% | +150.7% | +152.6% |
| All | +156.3% | +7.8% | +148.5% | +152.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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