+63.7%
USAR vs UMAC
+508.0%
-444.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -6.4% | +3.0% | -2.6% |
| 7D | -4.4% | +3.3% | -7.7% | -4.9% |
| 30D | -10.4% | -10.4% | 0.0% | -9.5% |
| 3M | -18.4% | +1.8% | -20.1% | -19.0% |
| 6M | -8.8% | +40.7% | -49.6% | -13.7% |
| YTD | +43.4% | +90.9% | -47.5% | +32.6% |
| 1Y | +21.0% | +151.8% | -130.8% | +10.5% |
| All | +63.7% | +508.0% | -444.3% | +48.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling