+49.3%
USAR vs UMAC
+473.8%
-424.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.5% | -0.5% | -2.7% |
| 7D | -11.6% | -3.4% | -8.2% | -11.3% |
| 30D | -15.5% | -15.1% | -0.4% | -14.0% |
| 3M | -31.0% | -10.8% | -20.3% | -30.6% |
| 6M | -26.2% | +15.7% | -41.9% | -28.9% |
| YTD | +30.8% | +80.1% | -49.4% | +21.8% |
| 1Y | +7.1% | +116.7% | -109.6% | -1.2% |
| All | +49.3% | +473.8% | -424.4% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 10y: compounded portfolio wealth divided by compounded UMAC 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…
10y analysis · Full analysis span regression · 6 months rolling