+757.4%
UMAC vs RJF
+57.7%
+699.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -1.0% | +10.3% | +10.1% |
| 7D | +14.7% | +1.8% | +12.9% | +13.2% |
| 30D | -0.5% | 0.0% | -0.5% | -0.4% |
| 3M | +0.5% | +18.0% | -17.5% | -11.2% |
| 6M | +57.9% | +17.0% | +41.0% | +38.6% |
| YTD | +103.9% | +11.1% | +92.8% | +88.5% |
| 1Y | +159.3% | +8.0% | +151.3% | +146.8% |
| All | +757.4% | +57.7% | +699.7% | +361.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling