+307.7%
VIAV vs UMAC
+508.0%
-200.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.4% | +7.5% | +1.3% |
| 7D | +13.6% | +3.3% | +10.3% | +13.4% |
| 30D | +5.3% | -10.4% | +15.7% | +5.5% |
| 3M | -15.6% | +1.8% | -17.4% | -16.2% |
| 6M | +34.0% | +40.7% | -6.7% | +31.5% |
| YTD | +119.9% | +90.9% | +29.0% | +113.3% |
| 1Y | +235.2% | +151.8% | +83.4% | +221.5% |
| All | +307.7% | +508.0% | -200.3% | +275.0% |
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