+25.8%
VIAV vs UMAC
+35.9%
-10.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.2% | -1.3% | -4.2% |
| 7D | +11.2% | -4.0% | +15.2% | +11.6% |
| 30D | -2.6% | -9.4% | +6.8% | -2.3% |
| 3M | -20.1% | +3.0% | -23.1% | -22.1% |
| 6M | +25.8% | +27.2% | -1.3% | +27.6% |
| All | +25.8% | +35.9% | -10.0% | +27.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling