+7.9%
UMAC vs UUUU
-55.1%
+63.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | -0.8% | -10.0% | -10.2% |
| 7D | -26.0% | -14.4% | -11.6% | -15.2% |
| 30D | -40.3% | -33.6% | -6.7% | -15.9% |
| 3M | -51.1% | -44.2% | -7.0% | -21.2% |
| 6M | -5.6% | -66.8% | +61.1% | +134.5% |
| YTD | +2.3% | -50.6% | +52.9% | +75.8% |
| 1Y | +7.9% | -57.8% | +65.7% | +110.3% |
| All | +7.9% | -55.1% | +63.0% | +110.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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