+20.1%
W vs UMAC
+164.0%
-143.9%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.1% | +5.6% | +2.8% |
| 7D | -4.2% | -0.9% | -3.3% | -4.1% |
| 30D | -7.6% | -7.7% | +0.1% | -7.6% |
| 3M | +37.2% | -26.4% | +63.6% | +38.1% |
| 6M | +26.3% | +61.9% | -35.5% | +19.2% |
| YTD | -1.0% | +86.5% | -87.5% | -7.5% |
| 1Y | +20.1% | +156.3% | -136.2% | +11.2% |
| All | +20.1% | +164.0% | -143.9% | +11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling