+74.2%
USB vs UMAC
+494.0%
-419.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | -0.2% |
| 7D | +1.4% | -0.9% | +2.4% | +1.5% |
| 30D | -1.3% | -7.7% | +6.3% | -1.3% |
| 3M | +15.2% | -26.4% | +41.7% | +15.6% |
| 6M | +18.8% | +61.9% | -43.0% | +16.1% |
| YTD | +21.0% | +86.5% | -65.5% | +17.5% |
| 1Y | +34.0% | +156.3% | -122.3% | +28.6% |
| All | +74.2% | +494.0% | -419.8% | +58.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling